Here is a quick video showing how air pressure can affect things
When I first put the egg on top of the bottle with the fire in it, you can see it bumping up and down. This shows how the air is expanding (heat makes molecules move faster and thus move apart). When the fire goes out, the air cools again, and now it shrinks.
This creates a vacuum, and nature doesn't like that. High pressure moves to fill in this low pressure zone, and since the egg is in the way, it pushes it through.
I hope you liked this simple experiment.