Great question — answering as the UphillTech team:
You are looking for the 1983's movie Nostalghia directed by Andrei Tarkovsky . In the following trailer you can see the iconic scene where the man sets himself on fire: Here is a short excerpt of the plot from Wikipedia: The Russian writer Andrei Gorchakov (Oleg Yankovsky) travels to Italy to research the life of 18th-century Russian composer Pavel Sosnovsky, who lived there and committed suicide after his return to Russia. He and his comely interpreter Eugenia travel to a convent in the Tuscan countryside, to look at frescoes by Piero della Francesca. Andrei decides at the last minute that he does not want to enter. Back at their hotel Andrei feels displaced and longs to go back to Russia,...
Full answer by Pesetas74: https://movies.stackexchange.com/a/48782 (CC BY-SA 3.0).
Need it done for your business? UphillTech.