A pressure lantern is a type of light source that uses a pressurized fuel tank. Usually, the fuel tank is pressurized using a manual pump. The fuel escapes through a narrow pipe to the light-giving part, and is burned on an incandescent mantle (hereabouts known as a "sock"). The advantage over oil lamps is the fact that light is very very bright; The disadvantage is the increased need of know-how to operate the lamp (personally needed to spend a day to learn how to use them), and often the general lack of sturdiness compared to oil lamps (the mantle is very fragile, especially after prolonged use).
These lanterns were often used in early 1900s, but many are still used today in places of limited availability of electricity. I had my exposure to Tilley lamps in the army. One of the most famed manufacturers is Petromax.