As the other answer says it's an Asimov short story called Nightfall. I've read it in a collection by the same name "Nightfall and other stories" http://en.wikipedia.org/wiki/Nightfall_and_Other_Stories

The twist ending is not quite as simple as it drives people insane. From what I remember essentially they become desperate for light, any light, and end up burning their whole civilization to the ground to create that light.

As the other answer says it's an Asimov short story called Nightfall. I've read it in a collection by the same name "Nightfall and other stories".

The twist ending is not quite as simple as it drives people insane. From what I remember essentially they become desperate for light, any light, and end up burning their whole civilization to the ground to create that light.