There being "many cultures" that do this, I'd like to hear some examples. The only ones I can come up with are fictional
THAIPUSAM, MALAYSIA
In a demonstration of devotion and offer of penance to the Hindu God Lord Murugan, devotees perform incredible (and sometimes gruesome!) feats. They pierce their body and face with skewers, drag chariots with hooks attached to their skin and carry uncomfortable metal frames called ‘kavadis’ through the streets and up the 272 steps to the shrine at the top of the cave. During the festival some participants enter trance-like states when their soul is believed to be cleansed of sins.
PHUKET VEGETARIAN FESTIVAL, THAILAND
By the name of this festival you may assume it to be a gentle affair where new-age vegetarian hippies share tofu recipes over yoga mats in Thailand. However, the Phuket Vegetarian festival is one of the craziest, most spectacular events in South East Asia. You’ll witness incredible acts of self-torture such as walking on hot coals, climbing bladed ladders and the piercing of cheeks with swords, shards of glass – even beach umbrellas.
Filipino fanatics re-enact crucifixion for Good Friday
In a bloody display of religious devotion Roman Catholic fanatics in the Philippines have had themselves nailed to the cross as the Christian world marks the day Jesus was crucified.
Read the link for quotes from people talking about the repeated nerve pain, blood, etc.:
http://www.abc.net.au/news/2012-04-06/philippino-fanatics-cr...