The victims in Pompeii were by and large on the run when killed by superheated gases and then covered by a rain of ash and small pumice stones or lapilli. The ash also formed hollow molds of the victims after the bodies rotted away, which an enterprising archaeologist filled with plaster to make the famous casts. The victims were mostly found in the streets (and the personal recollections of Pliny the Younger indicate that a good number did manage to escape, although his uncle did not).
On the other hand, the victims in nearby Herculaneum were incinerated by a pyroclastic flow while trying to "duck and cover" in the warehouses at the docks, since ships could not get out against the prevailing wind. But there was nothing left but bones, which were discovered for the first time fairly recently.