A candle?

Many things, really, figuratively as well as literally: The Vietnamese monk doused himself in petrol and set himself ablaze in protest of the war. The sun will burn for another 4 billion years before it is finished. Finally, the fires burned themselves out. Tom burned himself out in that boring job. I burned a cd on the computer and the computer shut down when it finished. It would be interesting to know whether you meant perhaps something different, as your question is somewhat ambiguous.

cigarrete maybe.or match stick cowboy...

what what... im really curious!

Hi... What do you mean by that? Could be the Sun...