One that jumps out for me is 'Burn the Flame' by Roky Erickson. It got used in that classic zombie movie 'Return of the Living Dead' in a scene where a character immolates himself rather than be a zombie and that made it catch my attention ever after.

But don't take my word, listen for yourself and see if it works for ya. ;) YouTube - Roky Erickson - Burn the flames