This is a burning man effect, it has been made by some effective steps that are given in this example.
Fire picture: Start this example by taking a fire picture.
Blur effect: Go to Filter menu > Blur > Gaussian blur.
You will get it.
Selection: Make selection like a running man shape by the Polygonal lasso tool (L key).
Paste into: Make copy any fire picture to paste in the man shape selection, go to Edit menu > Paste into (Ctrl + Shift + V).
This is your final result.
Recommend the tutorial