When the Black Plague spread across Europe in the 13th and 14th centuries people publically whipped themselves with irons in bloody processions of self-flagellation because they believed it would cleanse their souls and ward off the deadly disease.
As civilization advanced, so have our methods of self-punishment, as evidenced by the lack of people who whip themselves into a bloody mess in public and the abundance of people who bang their heads into a wall in private. Indeed, the practice of self-punishment is far more common than we realize