Songs about masochism

[Warlike Swans]

So depending on what you are looking for:

"A Body Treatise" By The International Noise Conspiracy is about self-mutilation, but it could probably work for non-self-inflicted pain.

"Master and Servant" by Depeche Mode is more on the role-play oriented.

"Venus in Furs" by the Velvet Underground is more focused on the S&M aesthetic.

"Gimme Danger" by Iggy Pop.... this song just got stuck in my head when I was trying to think, so I though I'd add it to the list for good measure.