Even during the Oracle at Delphi's time, it was widely known that the Oracle's visions had a practical cause. Gas seeped out of the cracks in the cave where she sat, causing her to talk nonsense. This nonsense would then be interpreted by priests around her. Some of the predictions were surprisingly accurate - according to legend. Croesus, the richest man of his time, performed a kind of scientific test on oracles, when he had messengers go out to all of them and ask what he would be doing on a certain date. Delphi got the only correct answer - cooking a tortoise in a pot. (Bold choice. I wouldn't think of the richest guy in the world doing his own cooking.)
Modern archaeologists inspected the geology of the area for volcanic activity that might vent gas, and found two fault lines converging just under the temple of Delphi. Perhaps the mystic "vapors" that the Oracle breathed in had seeped through these. In interdisciplinary team found that dissolving limestone along those lines gave off gas, and spiked the local water.
The main components found in the water were ethane, methane, and ethylene.