Upvote:7
Though I'm not sure, but you may be trying to remember the story of Peregrinus, who committed the act of self-immolation at the Olympic Games 165 A.D.
His story is well-known due to Lucian's "The Death of Peregrine".
Upvote:9
It does not fit entirely the description, but I think you might be thinking about Herostratus.
More than by suiciding directly, he sought fame by setting fire to the Temple of Artemis, and that lead not only to his execution but to a sentence damnatio memoriae that would erase his name from the records1, in order to prevent others from trying the same.
1It looks like it was not very effective.