This is my first forge, halfway built. It was filled with a mix of perlite and dense castable. It did work for a while, but it was underpowered with a 1/2" burner and the cavity, designed for knives and other long thin things, was too restrictive for general forging work.
My second forge, built out of 1 1/2" ceramic fiber blanket and coated with clay, and with a mullite bottom shelf with ceramic fiber underneath. There are removable plugs of ceramic fiber that fill the ends. This forge has a 3/4" burner, but still feels slightly underpowered. When forging small stuff, I've taken to making temporary forges out of scrap pieces of fired clay and ceramic wool, on the firebrick table seen in the picture.
My anvil, made of a piece of railroad track and nailed to a big heavy stump. The whole thing weighs about a hundred pounds, and except for the narrow, crowned face of the track, is almost equal to a good tool steel anvil of the same size.