There is a good documentary on Richard Pryor that aired on Showtime last month. 

About two thirds of the way through they talk about the incident where he set himself on fire. 

An interview with a close friend of Pryor's says that he was watching television, and they were getting high, and he was watching the protest overseas where the Tibetan Monk lights himself on fire in protest of Vietnam. The interviewee goes on to say that Pryor commented on the fact that the monk never even flinched when he flames first sprang up to engulf him. 

That was why he did it. He was so impressed with the fact that this monk never flinched while setting himself on fire, but rather stayed frozen and still in his pose of meditation. 

We, as actors and musicians in the entertainment industry are constantly in a struggle to "one-up each other" through more extensive projects and performances. Thats cool and all. 

But do not forget that not everything impressive is worth imitating.