Kenneth Craig, 25, walked into a grocery in Old Brompton Road, Kensington, west London, with his clothes soaked in petrol and leapt on to the counter and set himself alight with either a lighter or matches.
Mr Craig, of Tooting, south London, was dead within a few seconds although the shop manager, Louis Ortega, 56, tried to put the flames out. Mr Ortega was treated in hospital for burns to his hands.
Shortly afterwards the body of Maria O'Donaghue, 46, an interpreter in Italian, was found in the bathroom of a flat near by, where she lived. She had died from multiple stab wounds.
Ana Alvarez, 24, a shop assistant, who was treated in hospital for shock, said: 'He threw himself at me over the counter and set himself alight. He was completely in flames. I panicked and ran out.'
Mr Ortega, her brother-in-law, said: 'He was burning completely. I was trying to put him out with my hands but it was too late, he was dead very quickly.
'I rushed out of the shop round the other side of the counter and told everyone in the flats above the shop to get out.'
Anthony Towe, 39, a builder, who had been on his way to the shop, described how the man had walked past him: 'I could smell petrol or meths very strongly.
'Just after I walked past I saw the shop was on fire. Through the window I could see the man whacking himself against the glass of the window; then he collapsed.'
The shop - recently refurbished at a cost of pounds 130,000 - was badly damaged by the fire.Reuse content