I love secret societies. Especially good ones. These people have kept their faith alive and tended to the most needy members of their community for 400 years. So why so secretive? Because, among other reasons, they beat themselves in the name of Christ. I found an excellent article complete with pictures about their history that fills in some of the gaps of the linked one above if you are interested.
But, let's talk about self mortification as a religious practice in general and leave the good Penitent Brothers out of it.
From a Christian perspective, the order of Penitents dates from the 4th century and was fairly popular for several hundred years. Originally these groups were made of Christians who sought to reconcile themselves with the Church and God through self mortification - deliberate pain and suffering that on the light end included wearing itchy shirts and wearing ashes and fasting and on the heavy end led some to self flagellation (whipping) and more extreme methods. In modern times groups like the Opus Dei get a lot of attention for practices of mortification of the flesh. A cilice is an object work to irritate and bring pain while being worn. Originally a hair shirt, some of them seem more like barbed wire.
While some Christians practice mortification either as payment for sins or to align themselves with Jesus's death, they are not the only ones who practice such things for spiritual reasons.
Self inflicted pain as a spiritual practice is common in many cultures. In many tribal cultures ritual cutting and scarification is part of the transition into manhood. Shamans frequently practice self mortification to enter a trance like state. One that has always stuck out in my mind is the sun dance of certain Native Americans in which the suplicant is hung by bone hooks through their collar bones in a kind of crucifixion.
In modern times an entire movement has arisen. A non-theistic religion known as the Church of Body Modification whose statement of faith is:
We will always respect our bodies.
We believe it is our right to explore our world, both physical and supernatural, through spiritual body modification.
We promise to always grow as individuals through body modification and what it can teach us about who we are and what we can do.
We vow to share our experiences openly and honestly in order to promote growth in mind, body, and soul.
We honor all forms of body modification and those who choose to practice in safe and consensual ways.
We also promise to respect those who do not choose body modification.
We support all that join us in our mission and help those seeking us in need of spiritual guidance.
We strive to share a positive message with everyone we encounter, in order to act as positive role models for future generations in the body modification community.
We always uphold basic codes of ethics and encourage others to do the same.
It is an interesting world out there, and I for one am happy to keep it that way.