Self-immolation is the act where a person sets themself on fire. It is usually done for political or religious reasons. It is often used as an extreme form of protest or in acts of martyrdom.
The act of "setting oneself on fire, especially as a form of protest" was first recorded in Lady Morgan's France (1817).[1][2]
Real life examples:
Buddhist monks have been a staple in the history of self-immolation, the most famous being Thích Quảng Đức.[3]