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I asked a question earlier down this thread about when sirocco does its damage, and am also looking at wall of fire, which has a bit clearer text on when it inflicts damage:
An immobile, blazing curtain of shimmering violet fire springs into existence. One side of the wall, selected by you, sends forth waves of heat, dealing 2d4 points of fire damage to creatures within 10 feet and 1d4 points of fire damage to those past 10 feet but within 20 feet. The wall deals this damage when it appears, and to all creatures in the area on your turn each round. In addition, the wall deals 2d6 points of fire damage + 1 point of fire damage per caster level (maximum +20) to any creature passing through it. The wall deals double damage to undead creatures.
This presents an interesting possibility. For example, if you were out of the effect, you could run up to the wall, not running through it, and then run away from it (perhaps spring attacking within its effect?) and you would take no damage if its doing the damage on the recurrence of the caster's initiative.
This also means strategies to bull rush or reposition someone into the fire damage (from proximity, not immersion) will fail if the person can move away before the caster's initiative count happens (unless they do purposeful delays to try to sync up the repositioner to act right before the caster).
Interestingly, this also leaves out the situation where the wall of fire is cast on top of someone. They take the damage right away, but do they take the damage again on their initiative (and not the caster's) because on their initiative they meet the "passing through" condition? In this case does having a wall of fire cast [i]on top of you[i] mean you're going to take damage twice before you can even act? (Once from having the effect cast on you, and a second time on your initiative because you meet the "passing through" condition)?

Nothing |
Yes, you can move (or be moved) into the area of heat waves, and as long as you end up outside the area when it's the caster's turn you don't take damage.
If the wall is cast on top of someone I would not consider them moving out of the wall as "passing through" the wall, but this is a judgement call. Technically, the victim could stay still and not take any damage at all, since sitting inside the wall deals no damage, only passing through it does.
Some may argue for a more expansive definition of "passing through" than I use (moving from one side of the wall to the other), but I think using the phrase in other contexts shows that this use is the most natural use. Say there's a small room with a toll every time someone passes through it. Sitting in the room might make the owners and other customers angry, but most people wouldn't assume that every (some unit of time) counts as a new "passing through" unless that was separately spelled out.
I think the spell should have been worded "Each time a creature touches the wall itself (or once per round they continue to touch it), they take 2d6 + caster level (max +20) damage." and the same for the heat wave, that would make more logical sense to me and remove much of the confusion.

Dave Justus |

I don't believe there is exactly an 'in' for a wall of fire. Unlike some walls, the wall of fire doesn't have a thickness. It is described as a curtain. From what I can tell, except for the initial casting damage, a creature is either on one side or the other.
Basically, the way I understand it, if you cast a wall of fire that includes a square where a creature was, you would designate which side they were mostly on. They would take initial damage as though they had tried to pass through it. On their turn they could either move away from the wall (taking no damage,) move through the wall (taking pass through damage a second time) or just hand out where they were (taking proximity damage if they were on the 'bad' side.)
Admittedly this is just my interpretation and feel of what they spell is trying to describe without a whole lot of RAW support for it.