B, sunshine incense burner produces purple smoke. Looking at the waterfall hanging in Qianchuan from a distance, there is no new substance generated in this process, which belongs to physical changes.
C, in the process of turning into spring mud, new substances are produced, which belongs to chemical changes.
D, new substances such as carbon dioxide are produced in the process of firecrackers, which belongs to chemical changes.
Therefore, choose: B.