The phenomenon of a hot body emitting visible light is called incandescence.
According to Wikipedia, the skin of the Sprint missile gets up to 6,200 °F (3,430 °C); it has an ablative coating that melts or burns away, carrying thermal energy away from the body of the missile beneath. The Sprint only spends a short time in flight, so the ablative layer doesn't have to be terribly thick.
Alloys like the Inconel family are usually used for heat resistance aerospace applications; they're only good up to 1500-2000°F (815 to 1093 °C), so the ablative layer is a must.