I'm sure they'd have loved to burn the man, had they been able to get their hands on him. The British burned the city of Washington during the War of 1812 in retaliation for the Americans burning York (Toronto). (Canada from time to time still demands the return of a wooden lion they stole at the time.) They also burned Buffalo in retaliation for the Americans burning some farms on the Canadian side. although the poor people of Buffalo had nothing to do with such antics. There seems to have been a fair amount of burning back and forth at the time.
Before they burned the White House some of the British officers ate the dinner which had been prepared for the President and his wife. (I have been told, but don't know if it is true, that the reason the White House is white is because they painted it to cover up the scorch marks.) It was on this same expedition that the British unsuccessfully attacked a fort and you got the words to The Star Spangled Banner.
The Americans had their revenge for the British burning Washington because it was essentially this same force which attacked New Orleans, the foolish British general ordering a direct assault on the entrenched American positions. At one point in the battle he had the chance to outflank the Americans and failed to take advantage of the situation, and Old Hickory didn't give him a second chance. Incidently, the war was concluded by then due to a peace treaty signed in Belgium, but no-one got word of it in time.