The preponderance of pain in human life ranks among the central problems for religious thought around the world. The problem of suffering, as it is often called, has been a compelling reason for abandoning faith. Given the depth of the dilemma that raw and inexplicable pain poses, it is surprising how pervasive voluntary pain has been among the religions of the world. Ascetics, mystics, and martyrs have sought and applied pain—in rites of passage (ordeals) and other forms of initiation—in the service of religious inquisitions (including trials by ordeal), execution of heretics and witches, and others. And of course, none of these has been limited by geographic location or historic time. What is the role of voluntary (“sacred”) pain in human religious life? Is there a single theory that can explain, for instance, the initiatory ordeals of new shamans and Sufi mystics?