stigmata

Stigmatics are often tormented souls.  Many of the religious ones deny themselves to the point of masochism...the fact that many stigmatics are emotionally unbalanced means you can't rule out the possibility that they're simply hurting themselves when no one's looking.  --Cecil Adams

The stigmata are wounds believed to duplicate the wounds of
Jesus' crucifixion
that appear on the hands and feet, and sometimes on the
side and head, of a person.  The fact that the stigmata appear differently on
its victims is strong evidence that the wounds are not genuinely miraculous
(Wilson). 

St. Francis of Assisi
(1182 - 1226), devoted to imitate Jesus in all ways, apparently inflicted himself with
wounds and perpetrated the first stigmatic fraud.  It is possible that the legend of his stigmata is a fiction, but why quibble with religious tradition?  The claim that Francis or anyone else would actually be inflicted with Jesus-like wounds by some god as a sign of something is absurd, of course.  Some suggest that stigmatic wounds are psychosomatic, due to autoerythrocyte sensitization or psychogenic purpuras manifested by tortured souls.  While not absurd, that the stigmata is psychosomatic seems highly unlikely.  Self-infliction seems the most reasonable alternative among the offered explanations for the stigmata. 

There are two main reasons for believing the
stigmata are usually self-inflicted rather than psychosomatic or
miraculous.  One, no stigmatic ever manifests these wounds from start to
finish in the presence of others.  Only when they are unwatched do they start to bleed. ( There is one apparent exception to
this rule: Catia Rivas.  Close examination of her behavior, however, shows that she's really not an exception after all.)  And
two, Hume's rule in "Of Miracles" is that when an alleged miracle occurs we should ask
ourselves which would be more miraculous, the alleged miracle or that we are being hoaxed? 
Reasonableness requires us to go with the lesser of two miracles, the least improbable,
and conclude that we are witnessing not miracles but pious
frauds.  All recorded cases of stigmata have been Roman Catholics and most cases involved women (80% or 77%), though the number of cases varies with the source.  No case of stigmata is known to have occurred
before the thirteenth century,* when the crucified Jesus became a standard icon of Christianity in the
west.  Reasonableness seems to require the non-miraculous explanation. 

There have been several hundred
others claiming the stigmata since St. Francis, including St. Catherine of Siena (1347-1380) who, the story goes, at first had visible stigmata but prayed that they'd became invisible and they did.*  Magdalena de la Cruz (1487-1560) of Spain admitted her wounds were fraudulent
when she became seriously ill.  Therese Neumann of Bavaria (1898-1962) reportedly survived for 35 years eating only the "bread" of the Holy Eucharist
at mass each morning.  She was also said to be
clairvoyant and capable of astral projection.  One of the more recent stigmatics, Fr.  James Bruce, claims not
only to have had Jesus' wounds but also that religious statues wept in his presence.  That
was in 1992 in a suburb of Washington, D.C., where strange things are common.  Needless to
say, he packed the pews.  He now runs a parish in rural Virginia where the miracles have
ceased. 

Self-inflicted wounds are common among people with certain kinds of
brain disorders. 
Claiming that the wounds are miraculous is rare, however, and is more likely due to excessive
religiosity than to a diseased brain, though both could be at work in some cases. 

Padre Pio

Padre Pio (1887-1968) was named a saint by Pope John Paul II before one of the biggest crowds in Vatican history.  Francesco Forgione hailed from Pietrelcina, Italy, and overcame accusations of mental derangement (he liked to flagellate himself to mortify the flesh and show his devotion to his god), of faking the stigmata, and of sexual dalliances with women to become known as a stigmatic Nostradamus and miracle worker.  He was allegedly clairvoyant and known to answer the prayers of the sick and dying.  Many believe he could be in two places at the same time.  In Scotland, Frank and Maureen O'Connor were in despair after being told their daughter Danielle had a fatal illness.  A stranger told them to pray to Padre Pio, and her condition improved.  That was in 1993.  In 2002 their daughter was still alive.  The Vatican made an inquiry into the case in its quest to find Padre Pio miracles before declaring him a saint.* 

Don't think the Catholic Church would canonize anyone based on such flimsy evidence.  It requires two cases of post hoc reasoning for sainthood. 

A little boy, the son of a doctor who works in a hospital Pio founded in San Giovanni Rotondo, awoke from a coma triggered by meningitis.  Doctors consulted by the Vatican concluded that Matteo Pio Colella's recovery had no scientific explanation. " The doctors gave him up as a lost cause.  I entrusted him to Pio," Matteo's mother, Maria Lucia Ippolito, told The Associated Press....*

Pope John Paul II was a devotee of Padre Pio for many years.  As a young priest in Poland, Karol Wojytla made a pilgrimage to Italy to confess his sins to the famous Capuchin.  Later, a Polish friend of Pope John Paul's was diagnosed with cancer.  The friend, at the Pope's behest, prayed to Padre Pio and did not die of cancer.  In fact, the friend, Wanda Polawska, attended the canonization ceremony.  Those with faith need no more proof that Pio was both stigmatic and saint. 

Audrey Santo

Another who is claimed to have been a stigmatic is Audrey
Santo who, due to a swimming accident when she was three years old, lived in a coma-like state (akinetic mutism) until her death twenty years later.  A year after the accident, her mother, Linda, took Audrey to Medjugorje in Bosnia-Herzegovina (formerly part of Yugoslavia), a pilgrimage destination since 1981 after some local children claimed that the Virgin Mary had appeared and conversed with them (à la Fatima).  The local bishop denounced the Medjugorje apparition as a fraud, but to no avail.  The pilgrims keep coming.  Linda claims that at Medjugorje the Virgin Mary asked Audrey if she would agree to become a "victim soul," someone who takes on the sufferings and ailments of other people.  According to her mother, the nearly comatose Audrey agreed.  Though Linda did not produce photographic evidence, she and her nurses claimed that Audrey developed the stigmata twice, including the marks of the crown of thorns on her forehead.* 

People seem to hunger for some tangible
religious experience, and wherever there is such profound want there is
the opportunity for what may be called "pious fraud."  Money is rarely the
primary motive, the usual impetus being to seemingly triumph over
adversity, renew the faith of believers, and confound the doubters. 

People also don't want to think their god would allow purposeless and
gratuitous pain.  They like to feel important and please those with power
over them.  What could be more special than being chosen to suffer their
"Savior's" wounds and torments?  It might ease a mother's conscience (could she have prevented the accident?)  and ease her pain, but it does not appear to speak well of the supernatural.