Self-immolation is not only the act of setting yourself on fire, but also of sacrificing yourself this way. Though self-immolations are quite rare, they are almost always carried out in public, to point out your discontent with a current (political) situation and how sure you are about your point of view. Most self-immolations in modern history happened between 1963 and 1979. Here's a list of the most memorable and important ones:

Though self-immolation is a very painful and slow process it is sometimes also used to commit suicide without any form of political protest (suicide itself is always a protest).