It must be really, really boring in Russia for people to have to go to these kind of lengths to keep themselves entertained.
Alexandr Chernikov, who as far as we can tell from his other YouTube videos is an amateur gymnast and all round daredevil nutbag, for some absurd reason thought that setting himself on fire and throwing himself off a 100ft high building into a mound of snow was a good, safe, sane and valuable use of his time.
In case you're wondering, yes this is very illegal and Chernikob was allegedly arrested afterwards, having drawn a substantial crowd with his antics. Not that jail looks like it would be something he can't deal with, seeing as he's a person who willingly sets himself on fire.