This will be surprising to you, but the Hindus have an annual festival where they publicly mutilate themselves, pierce themselves with all sorts of horrible metal skewers, hooks, spears etc, and yet apparently feel no pain. The metal instruments are pierced into their backs, their cheeks, through their lips, their hands etc.
And they do not bleed either.
The festival is called Thaipusam. In my country, these Hindus then do a public procession, walking for miles on the public roads from one temple to another.
They really do not bleed.
You can visit this wikipedia entry. When you see the pictures, you'll know what I mean.
Thaipusam - Wikipedia, the free encyclopedia 
Take a careful look at the above picture. A metal skewer is poked through one cheek (it will usually go through and come out through the other cheek, although you can't see this from this angle). Notice that there is another long metal rod, poked right through his tongue (that's why he's sticking it out).
Another picture over here. Notice the hooks pierced into his back. They are attached to some heavy object which the man will pull for many miles, walking from one temple to the next. Once again, there is no bleeding even though the hooks really go right into the flesh.
Interestingly, after the festival is over, they do not seem to have scars either. Note that the people who do these things are ordinary folks - not temple priests or holy men or whatever. In their ordinary lives, they are school teachers, truck drivers, business managers, chefs, whatever - just ordinary, everyday folks.
In the weeks before the actual event, however, they engage in intense prayer, which is their way of preparing for the festival.