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Yes. Someone here or on Renntech had a fire that killed his car. Aftermarket headers are usually bulkier due to their beautiful sweeping bends and larger collector. This requires more room. They do get really really hot so you just gotta make sure they don't come in contact with flammable objects when all buttoned down. If a car burns down it's probably because the installer wasn't careful about clearance.

I had less than 1" clearance between headers and starter on one of my Chevys. Even with shielding it just roasted the starter several times. Never had a visit from those guys in the funny hats though.