Peel bananas; cut each banana in half lengthwise. Cut each half into four pieces.
Place brown sugar and margarine in a large skillet, and cook over medium heat until margarine melts, stirring constantly. Add banana, pineapple chunks, and cinnamon; cook just until banana is tender, stirring and basting frequently with cooking liquid.
Place rum in a small saucepan, and cook until warm. Ignite rum with a long match, and pour over banana mixture. Stir banana mixture gently until flame dies down. Spoon yogurt into dessert bowls, and top with banana mixture. Serve immediately.