The Prophet who was thrown into the fire but saved by Allah was Ibrahim (Abraham, AS). This event is narrated in the Qur'an in Surah Al-Anbiya (21:68-69) and Surah As-Saffat (37:97-98).
Ibrahim (AS) challenged the idol worship of his people by destroying their idols to prove their powerlessness. When his people discovered what he had done, they were enraged and decided to punish him by throwing him into a great fire. They built a massive bonfire and catapulted Ibrahim into it.
However, Allah commanded the fire: "O fire, be coolness and safety upon Ibrahim" (Ya naru kuni bardan wa salaman 'ala Ibrahim) (Qur'an 21:69). By Allah's miraculous intervention, the fire did not burn Ibrahim at all. He emerged from it completely unharmed. This miracle demonstrated Allah's absolute power over the natural elements and vindicated Ibrahim's monotheistic message.
This event is one of the defining moments in Ibrahim's life and demonstrates why he is regarded as Khalilullah (the friend of Allah) and one of the Ulul-Azm (Prophets of Strong Determination).
The other prophets listed had different trials: Isa (AS) was raised up to Allah and was not crucified according to Islamic belief. Musa (AS) confronted Pharaoh and parted the sea. Yusuf (AS) was thrown into a well by his brothers and later imprisoned in Egypt, but was not thrown into fire.