Unironically, yes. Lots of off the shelf diet pills are literally just caffeine pills (e.g., hydroxycut). Old school diet pills were literally amphetamines before governments made it so you couldnt get them off the shelf (e.g., obetrol), and technically you can still get it prescribed (desoxyn is methamphetamine).

The problem is, a normal dose of caffeine just makes you a little warmer, and burn a little bit of extra calories, but amphetamines and especially 2,4-Dinitrophenol (other banned weight loss drug) can literally cook you by making you burn so many extra calories.