Another tip from German TMX site:
Milk, yoghurt, bread, cooked rice, sugar or sweets help relieve burns is in the mouth from hot food.
They are more effective than water, because the sharp capsaicin - the substance causing the burning sensation from chili peppers - are not soluble in water and after a sip of water makes it burn even more.
My addition - the Chinese use "Arbutus Juice", also called Plum Juice for the same effect. It is great for relieving the burning from chilli or Sichuan Peppers.