Double-subverted in YuYu Hakusho. When Sensui takes off his shirt after falling into the lake, the first thing the heroes notice about him are his scars that criss-cross his whole body. They assume at first that it was from all of the demons he had to fight when he was younger; however, it's revealed that he got all those scars training himself. Yusuke lampshades it in the dub:
Yusuke: Awww, jeez, a masochist!
Berserk. Griffith skinned his own shoulders with his fingers - just to make a point (I think it was about free will).
It may have had more to do with self-loathing, though. Guts does the same at various points when he seems particularly angry at himself.
Naruto does this way early, when they're first leaving Konoha for the Wave Country on the mission-that-turned-out-to-be-A. Nobody's taking him seriously, because he's Naruto, so he stabs himself dramatically in the hand. It works.
The fact that he heals ridiculously quickly comes to his teammates' attention in connection with this. Of course, Kakashi already knew that, and knew why...
In Elfen Lied (the manga), doctor Nousou has at one point developed a way to control the violent silpelites via brain chips, and, when prompted by chief Kakuzawa, demonstrates their complete obedience by ordering one of them to stab herself in the arm. Kakuzawa's reaction? He pulls his gun and shoots himself in the hand, remarking disappointedly that pain is no guarantee for obedience.
In the first issue of Star Wars: Jedi vs. Sith, an herbalist refuses to cure the poisoned and dying Darth Bane. He states that he is unafraid of death, and nor does he fear pain. To demonstrate, he dips his hand in the boiling cauldron in front of him, then pulls it back out (blistered and horribly scalded) without the slightest sign of pain.
Predator. Just before fighting the title creature, Billy cuts two wounds in his chest with his knife.
Fight Club: Joe/Jack/Tyler Durden takes this WAY too far. Extinguishing lit cigarettes against his own skin as a form of foreplay, burning himself with lye just so he can experience pain, and defeating a mobster by letting the mobster beat him to a bloody pulp.
In Jarhead, the Marines mark the new guys who have shown themselves worthy...by branding them like cattle. They (pretend to) do this earlier, as standard hazing practice.
Gary Busey's character in Lethal Weapon holds his hand in a lighter flame until it sizzles, as a demonstration of Badass Loyalty because his boss tells him to.
A Man Called Horse. Nothing says "I'm an Indian warrior despite being born an English gentleman" like hanging yourself from the ceiling by your skin. This is called body suspension in real life.
In Alien vs. Predator, the predator uses acidic alien blood to scar himself as a victory ritual. Another predator scars the Final Girl this way. She barely even flinches despite the acid's telltale sizzle.
In X-Men, when asked to put out his cigar, Wolverine looks around to find something to stub it out on, but doesn't find anything within reach, so he resorts to his own palm. It's not a case of machismo; his own regenerating skin was the only option at the moment, (Other than his boots, which is how non-mutant smokers usually put things out).
"The trick, William Potter, is not minding that it hurts. "
Best Seller (1987). The hitman played by James Woods has a habit of burning himself with cigarettes. This tips off Brian Dennehy's character that he's the masked robber who tried to kill him back in '72, having seen the burn marks on his wrist during the robbery.
In the first Daughters of the Moon book, a girl tries to prove her devotion to the Dragon by carving his name into her chest. She is stopped before she gets past the first three letters. In later books, she still has the scars.
Brisingr. The Trial of the Long Knives, in which a ruler and a challenger take turns slitting their arms to prove who is willing to endure more pain for the peoples' sake.
There's also an earlier scene in the same book where people can only become high priests of a dark rite by lopping off one of their limbs.
The head of their order has no arms, no legs, no tongue, no teeth...
In The Baroque Cycle, various members of the True Companions of escaped galley slaves have been throwing their most valued possessions into the center of a circle to demonstrate their loyalty to the Plan. Otto van Hoek vows he'll cut his hand off if he ever gets taken by pirates again, and he chops off his pinky and throws it into the circle to prove how serious he is.
The Burned Men clan's name come because they mutilate their own flesh with fire to sacrifice the body part when they come of age. (The other clans of wild men consider them crazy for it.) Most will sacrifice a finger or something similarly small. Those who remove something at the scale of a ear are considered brave and greatly respected. Timmett, son of Timmett, put out his eye, and even the other Burned Men have a sort of fearful reverence for him. He was made a war leader on the spot despite his youth.
Strong Belwas allows all his opponents to cut him across the belly before killing them. He likes slapping his scarred belly and proclaiming that you can count the men he has killed by the number of cuts.
When Stark bannerman Greatjon Umber makes to draw his sword against Robb Stark, Robb's wolf Grey Wind bites off two of his fingers. The Greatjon's response? Crack a joke about it.
Jean Valjean slits his wrists in Les Misérables just to prove how hardcore he really is. He also brands himself with a fire poker to prove that Thénardier's gang can't torture him for information.
In H. Beam Piper's Four-Day Planet, Steve Ravick shows off how tough he is by putting out cigarettes in his palm. Subverted — It turns out that "Steve Ravick" is a false identity. His hands are covered with skin grafts to hide his prints; they have almost no tactile or pain sense.
Parodied in Terry Jones's The Saga of Erik the Viking. A rival challenges Erik for leadership of the Viking band, and Erik challenges him to a series of tests of this nature. The rival wins every test, but in the process injures himself so badly and permanently that he'd be useless as a Viking leader.
In the first book of the Coldfire Trilogy, the undead sorcerer Gerald Tarrant stands for several minutes in the presence of a glass phial containing a liquid known as the Fire (essentially Holy Napalm) without showing any visible effects before withdrawing. One of Damian's companions takes this to mean that it couldn't hurt him. Damian countered that the light of the fire was hurting Gerald, and could kill him if he was exposed to it long enough - but that Gerald was the kind of person who would take the pain without showing it right up until the moment he dropped dead just to prove a point. And that why he's so dangerous.
Commander Sam Vimes, in the Discworld novel Jingo, intimidates Lord Rust, currently in command of Ankh-Morpork's army, by plucking a live coal out of a fire and holding it without flinching. Rust takes it and is burned. He leaves and doesn't bother Vimes further; as soon as the aristocrat's out of sight, Vimes demonstrates that he's Not So Stoic and goes to get the burn looked at. In a Shout-Out to Lawrence of Arabia, Vimes claims the trick is "not to care".
Peter from Le cœur a ses raisons has a VERY bad case of this: because he's insecure about his manliness, he keeps trying to prove it but at the worst moments conceivable. He insists on leaving to fight a bear while the other characters are busy trying to rescue Criquette from an horrible death and could quite use his help... And he chooses to leave an hospital through the air corridors rather than the doors because it's not badass enough. The result: he spends almost ten episodes lost in the air corridors (this was the excuse used to explain his absence on the show).
Jackass is built around this, though it's for comedy rather than straight machismo.
The branding urn in Kung Fu: You have to carry it by pressing its branding ends between your forearms. This marks the arms with the tiger and dragon.
In Angel, the Groosalugg sticks his hand into a flame without flinching at the start of his fight to the death with Angel.
When Kate refuses to accept that vampires exist despite seeing Angel in Game Face, he seizes the cross around her neck and holds it despite the smoke rising from his palm.
Invoked and subverted in Parks and Recreation, where Ron complains of a toothache, then casually tears it out of his mouth during a meeting as the rest look on in horror. He reveals to the camera that he actually had the tooth removed at the dentists the day before, and pretended to rip it out to intimidate them.
You ever seen videos of Rammstein performing some of their songs? Example, when performing Sehnsucht, Till Lindemann (the singer) bashes his head with the microphone til he draws blood. In fact he kept a bag of fake blood hidden in his hair and beating it with the microphone broke it, making it look like Till was bleeding. The burn injuries however, are not intentional.
Parodied in Star Control II with the Thraddash. Their Culture Three encountered a problem when coming into power as the previous culture already epitomized extreme strength and endurance. To impress them, Culture Three soldiers would stand on a tall hill where everyone could see them and cut off one of their own limbs, and then wave it at their enemies. Surprisingly, it worked and Culture Two armies ran away without a fight. At war parades Culture Three heroes would roll around on the ground because they had no legs to walk on.
Members of the Shattered Hand clan mangle one of their hands (and replace it with a weapon) to honor their chieftain, Kargath Bladefist.
The members of the Black Tooth Grin Clan in Warcraft II had to knock out one of their teeth as a rite of passage.
And finally, members of the Lightning's Blade Clan had to stand on top of a mountain in a thunderstorm with their axes lifted, and survive being struck by lightning at least three times.
In Arcanum: Of Steamworks & Magick Obscura, St Mannox cut off his own finger to underscore to a group of bandits that he would not be held for ransom. The finger bone was later turned into a powerful relic, solely through its inherent badassitude.
In order to prove your devotion to the cause of the Assassins in Assassin's Creed, you have to hack off your own ring finger. This is why the Hidden Blade is designed to be unusable unless the ring finger is missing. Heavily lampshaded in the second game, where Leonardo modifies the Hidden Blade to be usable with the finger still on (and then briefly tries to talk Ezio into removing the finger anyway), and some of the Codex pages (written by Altair) mention that the Assassins eventually decided this was a stupid tradition.
Rowasu of Juathuur makes a scar on his body for every person he kills. And he kills a lot.
Oglaf takes this trope to the logical extreme in "Beot". There's not much left for the monster to do.
In the Justice League cartoon, Draaga burns an "S" on his chest to remind himself of his vendetta against Superman.
In an episode of Cow and Chicken, Sargent Weenie Arms forces Chicken, Flem and Earl to shave with smooth rocks and chop trees down with their faces, among other things.
Tattooing/piercing/stretchers, especially when gang related. Temporary piercings apply even more, because you're subjecting youself to pain with no permanent body decoration to show for it.
During the Winter War one Finnish general had the habit of wandering about frozen battlefields with his shirt open. But then he was something of a Patton-esque Sociopathic Hero.
George Carlin called some womens' insistence on natural (pain reliever-free) birth "childbirth machismo."
The Thaipusam Festival, in which men spear themselves through the cheeks and get dragged down the street by meat hooks stuck into their backs. The underlying belief is "The more pain, the more 'god-induced merit.'"
Apparently there's an Inuit custom/ordeal that involves two people telling their side of the story while slashing themselves with bone knives all the while.
Two winners of the Darwin Awards took this trope and combined it with Chainsaw Good: One chopped his leg off to demonstrate his devotion to a woman upon whom he had an unrequited crush. Another one-upped him by chopping off his own head.
Overlapping with Video Games: some funny person made a console called PainStation. It was a Pong-style game operated by moving your palm across flat table... which hurt you by electric shock or burn when you lost a point. Reportedly, on a certain video game convention, people were seen leaving the game only after their hands were bleeding. (Shocks and burns damage skin. Damaged skin cracks, causing leaks and bleeding.)
One could argue that some varieties of exercise, diet and so on that are considered healthy have this component to them.
Mountain climbing in the Himalayas. It's a Badass "sport" to be sure, but you got to wonder about who in their right mind would do this for fun.
It may not even be for "fun". One of the first two men to climb to the summit of Mount Everest, Sir Edmund Hillary, was once asked why he underwent such a brutal, dangerous climb. His response of "It was there." is partially this trope and partially a real-life version of Bragging Rights Reward.
Duelingscars, the result of academic fencing by upper class German university students of the 19th and 20th centuries, were seen as badges of honor and proof of courage. The custom of mensur duels continue to this day, though the wounds are downplayed, and it's said that several major German companies require a mensur background.
The religious rituals of the ancient Mayan nobles involved piercing and cutting of various body parts, including tongues and penises.
Harada Sanosuke from Shinsengumi pierced his belly with the sword in harakiri attempt just to prove that he is real samurai. He survived this.
During the Napoleonic Wars it was in some circles considered unmanly to use drinks or opium (the only "anesthetics" available) during surgery. This was, as you will note, a time when most military surgery consisted of amputation with a saw and cauterization with a branding iron. Gotta admit, in a weird way it is Crazy Awesome.
Many members of Polar Bear swimming clubs participate in ice-swimming activities as a way to show off their endurance and willpower. Make no mistake: jumping into near-freezing water hurts.
Older Than Feudalism: According to legend, when the Etruscan king Lars Porsena captured a Roman assasin, the assasin (Gaius Mucius) told him that three hundred Roman youths had sworn to assassinate him. Mucius then thrust his hand in a sacrificial flame, saying "Watch this so that you know how cheap the body is to men who have their eye on great glory." Porsena released Mucius and offered peace to Rome; Mucius earned the name "Scaevola" ("left-handed") for himself and his heirs.
Some indigenous cultures around the world have practiced something called penile subincision, which is a form of genital cutting where a slit is made along the bottom of the penis. This serves as a rite of passage for pubescent males. (Think of it as a little like circumcision, but much more invasive.) Google pictures of it at your own risk.