I think we all do it to some degree or another- if I'm upset, I may stop eating, stop sleeping, drink in excess- do things that I know certainly won't make me feel better, but it's a way of punishing myself (or perhaps in a subconscious way, others) for whatever I (or they) did wrong. other people do the opposite: sleep too much, eat too much- it depends, but still, there is self-damage involved in all of it.
as for intentionally hurting myself, I haven't. only once when I was very extremely upset, I was grabbing a crystal ball very hard in my hand and accidentally broke it, cutting my hand. I had to go to the hospital and had stitches, but in a way it helped put things in perspective... It was unintentional though and I haven't ever actively hurt myself.