I'm old and in my entire life it seems to me people in US setting themselves on fire as protest only became a thing recently. I can't remember any from decades ago. I'm sure there were some but I just can't remember a single one.
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This Wikipedia list starts from 2018.
United States
On 14 April 2018, David Buckel self immolated in Prospect Park in Brooklyn. Shortly before lighting himself on fire he sent an email to several news outlets which included the statement "Most humans on the planet now breathe air made unhealthy by fossil fuels, and many die early deaths as a result—my early death by fossil fuel reflects what we are doing to ourselves."
Wynn Bruce, a climate activist from Boulder, Colorado self-immolated on the steps of the Supreme Court of the United States on Earth Day, 22 April 2022. On 28 March 2022, he made a Facebook post stating “This is not humor. It is all about breathing” followed by “Clean air matters.”
On 1 December 2023, a protester self-immolated in front of the Israeli consulate in Atlanta and was hospitalized in "critical condition" for severe burns. A security guard trying to stop the act was also burned on the wrist and leg. The protester had draped herself in a Palestinian flag, and police indicated her actions were in response to the 2023 Israel–Hamas war.
On February 25, 2024, a man who identified himself as an active-duty U.S. Air Force officer self-immolated outside of the Israeli Embassy in Washington, D.C., protesting Israel's assault on the Gaza Strip during the Israel–Hamas war. The man filmed the protest and livestreamed it on Twitch, and recorded as he walked up to the Israeli Embassy, saying "I will no longer be complicit in genocide, ... I am about to engage in an extreme act of protest." When the man arrived at the embassy gates, he set his phone down to film himself dousing his body in a clear liquid from a metal bottle. He then lit himself on fire while shouting "Free Palestine".