The burning of a Judas doll is very much a part of Holy Week in Mexico.
The tradition stems from the colonial period, when the dolls represented the evil, the disloyalty and the greediness which was embodied in Judas, the disciple of who betrayed Jesus for silver coins and then repented and hung himself. During the Spanish inquisition it was customary to burn a Judas effigy at the same time as a heretic. It is common to fill the effigies with straw, rags and firecrackers.
Judas dolls are often burned and exploded on Sabado de Gloria, the day before Easter Sunday. While the Judas or devil conflagrations are more common in the smaller pueblos, modern versions can be found in larger cities—at the Bazaar Sabado in Plaza San Jacinto in the San Angel neighborhood of Mexico City, for example—where targets for public burning include current political “devils.” Guadalajara outlawed the practice several years ago after a wayward firecracker set fire to a nearby building.