Cross burning in the United States is and has been a tactic of fear utilized by the Klu Klux Klan to intimidate the targets of their aggression; mainly African Americans but also aimed at others as well.
Wikipedia
Cross Burning
Video
KKK Cross Burnings
Further Reading
Cross-burnings Still a ‘Tool of Fear’ Used by Racists (Southern Poverty Law Center)
Why Does the Ku Klux Klan Burn Crosses? (Slate)
Why does the Ku Klux Klan burn crosses? They got the idea from a movie. (timeline.com)