I once had a board with nails sticking out of it, kind of like level 18 on newgrounds, across the back of my head stabbing the nails into it. I don't remember it too much as I was little, but I do remember blood and screaming.
The most painful things I remember though have to be watching the bottom of my foot curl up and touch my shin when I broke my ankle in a football game. I shortly went into shock after witnessing that.
Also tearing my hamstring in a middle of a track race, but still finishing the race with the complete tear. Shortly after my hamstring and calf turned black from all the blood and the pain in that lasted for about 2 or 3 years.