Burn is often used in rural Somerset as a slang term for a cigarette.
Man 1: 'pulls packet of cigarettes out of pocket'
Man 2: "mate I don't suppose i could pinch a burn?"
Man 1: "sure, you got a light?"
To smoke marijuana in any fashion with any type of smoking device.
"Hey man, want to burn?"
"Man, we burned a blunt last night and I was so high!"
"Bro, I was at the beach burning and surfing all day"