Well, I am a bit of a masochist but not sexually. I use it to vent. I kind of have a bad temper, and sometimes to keep myself from hurting other people, I hurt myself. Usually, I burn myself because it's pretty easy to control how much you want to inflict on yourself with that. It's really easy to make up stories for why you have a burn, too.
Occasionally, I go for the razor. The sight of my own blood seems to have a calming effect on me. It's harder to explain why you have razor cut, though. So I only do it on my face so I can say I cut myself shaving. I know that sounds dumb, but people believe what they want to believe.