Yes, a foam made from gelatine melts when heated, but imagine that you stabilize it using a coagulating agent?
This is what you can do : in water (or any aqueous solution: orange juice, tea, coffee, meat stock...) dissolve gelatine, then whip while cooling, and you will get loads of foam. When cooled, this foam jellifies.
Now, whip an egg white, and disperse the first foam inside the second one. Heat the whole system in a microwave oven... and you get a foam stabilized by the proteins coagulation.