Lost cosmonauts is a conspiracy theory alleging that Soviet cosmonauts entered outer space, but without their existence having been acknowledged by either the Soviet or Russian space authorities. Several articles and books have been published on the subject, and recordings ostensibly of dying Soviet cosmonauts have been released.
Looking through YouTube comments, there seem to be several plausible theories:
“I played the recording using very good earbud headphones, she states that she is burning, so the capsule was set on fire and she felt how it caused immense heat to be on the inside as a result of the capsule burning on the outside, you can tell by her voice she was panicking and responding upset and distressed, repeating herself often saying I am burning and it’s hot, quite sad to know Natasha didn’t make it back to earth.”
Source: YouTube.com, NowYouKnow