In trying to account for the trances of the Pythian priestesses at Delphi, invisible gases were supected, but the idea was rejected about a century ago when archaeologists failed to see a chasm or detect gases. Discoveries, described in Scientific American, have led scientists to believe the trances were indeed gas-induced and came from ethylene, which they think is leaking from two intersecting faults at the site of the oracle.
Questioning the Delphic Oracle - "Scientific American"
MORE: Oracles and Divination
Elsewhere: St. Augustine

If you search Plutarch's Lives, you'll find the Delphic Oracle figures prominently in the biographies of ancient historic figures. In legend, Oedipus, the king who killed his father Laius, married his mother Jocasta, and then blinded himself before setting off into self-imposed exile suffered as a result of two oracular consultations. In the first, his parents were warned of what their newborn son Oedipus would do, and in the second Oedipus, who had consulted the oracle about the plague in Thebes, is told the plague will lift when the killer of King Laius has been banished or killed: Greek Tragedy - Sophocles
Also see the Geology Guide on The Delphic Oracle