The Zeeman effect can be demonstrated by placing a sodium vapor source in a powerful electromagnet and viewing a sodium vapor lamp through the magnet opening (see diagram).  With magnet off, the sodium vapor source will block the lamp light; when the magnet is turned on the lamp light will be visible through the vapor.
The sodium vapor can be created by sealing sodium metal in an evacuated glass tube and heating it while the tube is in the magnet.
Alternatively, salt (sodium chloride) on a ceramic stick can be placed in the flame of Bunsen burner as the sodium vapor source. When the magnetic field is energized, the lamp image will be brighter. However, the magnetic field also affects the flame, making the observation depend upon more than just the Zeeman effect. These issues also plagued Zeeman's original work; he devoted considerable effort to ensure his observations were truly an effect of magnetism on light emission.
When salt is added to the Bunsen burner, it dissociates to give sodium and chloride. The sodium atoms get excited due to photons from the sodium vapour lamp, with electrons excited from 3s to 3p states, absorbing light in the process. The sodium vapour lamp emits light at 589nm, which has precisely the energy to excite an electron of a sodium atom. If it was an atom of another element, like chlorine, shadow will not be formed. When a magnetic field is applied, due to the Zeeman effect the spectral line of sodium gets split into several components. This means the energy difference between the 3s and 3p atomic orbitals will change. As the sodium vapour lamp dont precisely deliver the right frequency any more, light doesnt get absorbed and passes through, resulting in the shadow dimming. As the magnetic field strength is increased, the shift in the spectral lines increases and lamp light is transmitted.