I have linked to a good page on the subject (from a site called The Skeptic's Dictionary). To summarize, there are a few cases of people burning somewhat mysteriously, while other parts of the room are not burned.

However, nobody has been able to figure out why the heck this happens. I don't think there's anything in chemistry or biology that would lead us to believe that human bodies, unaffected by outside forces, would just suddenly burst into flames.

There is a link to a BBC article at the Skeptic's Dictionary entry about an experiment that suggests human fat is capable of acting like a wick and producing similar results to what is seen in these bizarre cases, but that would require some kind of outside ignition element (such as a cigarette).

Stephen