The most obvious answer is an electrical burn.
Electricity will always try to earth itself, so if if you get an "entry" burn by touching a live wire with your hand, you may also have burns on the soles of your feet or anywhere along the path that the current took.
Burns from explosions of incendiaries (phosphorus, magnesium, aluminum) might also qualify as answers for this question. These highly reactive metals can burn right through a limb.
An electrical burn will cause entry and exit wounds.
Electrical
electric
Electrical burns
An electrical burn can cause both entry and exit wound, as the current enters and leaves the body. You must find both to treat the victim.
electric
Electrical burns look like an in-and-out gunshot: small entry with big exit. The entry port - surrounding skin will look "leathery". High velocity spatter (spalling) from an armor piercing round will cause an entry and exit wound with a severe burn. White phosphorus and similar materials including magnesium flares can burn straight through an extremity.
Electrical burns CAN do that, but don't always.
Yes!
The burn from a tracer round.
electrical
The type of heat that causes a burn is gas!