Nitrogen does not burn.
More Info: On its own, nitrogen does not burn. It is considered chemically nonreactive. At normal surface temperatures, it does not react with other elements. The National Fire Protection Association has assigned it a flammability rating of 0. 
However, when nitrogen is used to manufacture fertilizers, it can be used in explosives.
What is Nitrogen?
Nitrogen is a common gas, comprising 78 percent of the Earth’s atmosphere. It is the seventh element in the periodic table. Nitrogen is necessary for life. It is a key part of amino acids, which are the building blocks of proteins.  
How is Nitrogen Used?
Nitrogen is used in labs and commercial facilities for pumping and cooling applications. It is manufactured by cooling ambient air and separating its constituent elements. 
How is Nitrogen Used to Make Fertilizers?
Nitrogen fertilizers are used to promote plant growth in agriculture. Nitric acid and ammonia can be combined to create ammonium nitrate, a fertilizer that can also be used as an oxidizing agent in explosives. About 15 percent of all fertilizers are ammonium nitrate. 
Can Nitrogen Compounds Create Explosions?
On its own, ammonium nitrate is not dangerous, but if it is combined with combustible materials such as oil, it can create the conditions for an explosion. There have been numerous accidental explosions involving ammonium nitrate and bomb makers have also used the compound for explosive devices. Timothy McVeigh used ammonium nitrate in the 1995 Oklahoma City bombing and the United States Army estimates that 95 percent of all improvised explosive devices used in Afghanistan involved ammonium nitrate. 
The U.S. Department of Homeland Security is creating an Ammonium Nitrate Security Program to address the regulation of the purchase and sale of ammonium nitrate to reduce the likelihood of its use as a weapon. 
 Georgia State University
 National Weather Service
 Discovery Magazine
The Nitrogen Bomb
 Cornell Centers for Material Research
Where Does Liquid Nitrogen Come from and How Is It Made?
 CBC News Canada
Why the Fuss Over Ammonium Nitrate?
 US Department of Homeland Security
Ammonium Nitrate Security Program
Glossary of Terms
Ambient Air: The air external to a building or a device.
The HVAC Source
Amino Acids: re organic compounds that combine to form proteins. Amino acids and proteins are the building blocks of life.
Constituent Elements: Serving as part of a whole; component.
Periodic Table: a tabular display of the chemical elements, organized on the basis of their atomic numbers, electron configurations, and recurring chemical properties.
“Nitrogen is a colorless, odorless, non-flammable gas, or a colorless, odorless, cryogenic liquid. The main health hazard associated with releases of this gas is asphyxiation, by displacement of oxygen. The cryogenic liquid will rapidly boil to the gas at standard temperatures and pressures. The liquefied gas can cause frostbite to any contaminated tissue.”