Missile To The Moon isn’t it. Very similar but more than one person burns up and not just at the end
closed as too broad by TheLethalCarrot, RDFozz, Skooba, user58, Vanguard3000 May 2 '18 at 15:15
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Based on the very limited information, it could be The Mole People (best viewed as a Mystery Science Theater 3000 episode). The underground folk in the film have no pigment and are sunburned to death by direct sunlight. Per Wikipedia:
Archaeologists Dr. Roger Bentley and Dr. Jud Bellamin find a race of Sumerian albinos living deep under the Earth.... The Sumerian albinos' ancestors relocated into the subterranean after cataclysmic floods in ancient Mesopotamia. They believe the men are messengers of Ishtar, their goddess. Whenever their population increases, they sacrifice old people to the Eye of Ishtar. These people have lived underground for so long that they are weakened by bright light which the archaeologists brought in the form of a flashlight. However, there is one girl named Adad who has natural Caucasian skin who is disdained by the others since she has the "mark of darkness."
When one of the archaeologists is killed by a mole person, Elinu, the High Priest, realizes they are not gods. He orders their capture and takes the flashlight to control the Mole People, not knowing it is depleted. The archaeologists are then sent to the Eye of Ishtar just as the Mole People rebel. Adad goes to the Eye only to realize it is really natural light coming from the surface and that the men had survived. They then climb to the surface. Unfortunately, Adad dies after reaching the surface, when an earthquake causes a column to fall over and crush her.