I've noticed that after I've received a sunburn somewhere on my skin, that particular patch of burned skin feels warmer to the touch as opposed to unexposed skin, even hours or days after the burn occurred. The burned skin stays warm because of the way the body responds to injury. The immune system senses damage and calls for help.
Help is delivered by increasing the blood flow to the region.
Similar inflammatory responses will be seen after many types of injury, including insect bites and scrapes, and some infections. Argonne National Laboratory, Division of Educational Programs, Harold Myron, Ph.D., Division Director.