Focus on particular forms, colors, and sounds frees the mind from immediate sensory connection with other outside stimulus. Endorphins are chemical keys that shut down pain and give you a sense of well-being. They are structurally closely related to opiates. In Christianity pilgrimages, flagellation, mortification of the flesh of all sorts is practiced. Throughout the world people use alcohol.
Drugs work by various physiological mechanisms.
The effects they produce are different in speed, duration, intensity, etc. However, there are no effects that are unique to drugs. In the Western Hemisphere the use of hallucinogens is particularly well developed. These include mushrooms, peyote, morning-glory, salvia, anadenanthera, mimosa, banisteriopsis, virola, psychotria, solanaceae. In addition to these tobacco and other agents we generally don't consider to be hallucinogens.