There was a lot of witch burning in Europe during the period when witch hunts were most common. Burning at the stake was also a common punishment for heretics, so people executed by the Spanish Inquisition or the Papal States might be burned.

The Salem Witch Trials took place in 1692-1692. If you consider 1712 to be roughly at the same time, then yes, people were burned elsewhere in the American colonies (no U.S. at that time). The burnings took place as the culmination of the 1712 Slave Revolt in New York City--an incredible event that really should be getting all of the attention that the Salem Witch trials get instead. The event describes a New York that completely contrasts with the image most people have. What happened was that a group of slaves in New York City revolted and burned down a building. The slave owners freaked out and retaliated in a harsh and paranoid manner, suspected any and all black people in the city of collusion. Ultimately, 20 slaves were burned at the stake! Many others were killed in other, less official ways. History repeated itself in 1741, when again there was a series of fires in New York City allegedly set by slaves, and again there were harsh reprisals against any people of color. In that case, over 100 people were hanged or burned at the stake. Some of the dead bodies were gibbeted and displayed for all to see as they decayed. In both cases, burning at the stake was reserved for slaves only--it was illegal for white people to be burned at the stake. And then in the 20th century, there have been a number of cases of African-Americans who were burned alive by lynch mobs (we stereotypically associate lynch mobs with hanging people, but "lynching" meant any vigilante killings, not just hanging.) Look up the lynching of Jesse Washington. He was burned to death, much to the entertainment of the white citizens of Waco, TX, in 1916.