From BiblePortal Wikipedia

Burning [1]

(the representative of many Hebrew words). Burning alive is a punishment of ancient date, which was not originated, though retained by Moses. Thus, when Judah was informed that his daughter-in-law Tamar was pregnant, he condemned her to be burnt ( Genesis 38:24), although the sentence was not executed. Burning was commanded to be inflicted on the daughters of priests who should prove unchaste ( Leviticus 21:9). and upon a man who should marry both the mother and the daughter ( Leviticus 20:14). The rabbins suppose that this burning consisted in pouring melted lead down the throat, a notion which may be considered as merely one of their dreams. Many ages afterward we find the Babylonians or Chaldaeans burning certain offenders alive ( Jeremiah 29:22;  Daniel 3:6), and this mode of punishment was not uncommon in the East, even in the seventeenth century. Sir J. Chardin says, "During the dearth in 1688, I saw ovens heated on the royal square in Ispahan to terrify the bakers, and deter them from deriving advantage from the general distress." (See Punishment).

Burning at the stake has in all ages been the frequent fate of Christian martyrs (q.v.). (See Auto-Da-Fe).