As promised, here's part three of the nails-in-the-brain trilogy. Only, while nails may be the brain-poking standby, they're not the only foreign bodies to be shot, shoved or stabbed into the human brain.

For example, after getting into a fistfight a man reported to his local emergency room with a headache, black eye and a cut on his cheek. Imaging found a 10.5-centimeter paintbrush embedded in the man's brain. Surgery removed the paintbrush and the man experienced no lasting effects. The paintbrush had entered bristles-first.
It's counter-intuitive that hurting oneself could make a person feel better but, based on the assumption that no one truly wants to hurt themselves without a benefit, researchers have taken reports from people who compulsively harm themselves and sought a way where cutting or burning could provide relief from emotional distress. 

Individuals with borderline personality disorder experience intense emotions and often show a deficiency of emotion regulation skills. This group also displays high prevalence rates of self-injurious behavior, which they claim helps them to reduce negative emotional states.
'Dry' water, which resembles powdered sugar yet consists of 95 percent water, was discovered in 1968 and got attention in the cosmetics industry.   Each powder particle contains a water droplet surrounded by modified silica, which is much like ordinary beach sand. The silica coating prevents the water droplets from combining and turning back into a liquid so the result is a fine powder that can soak up liquids - or gases - which chemically combine with the water molecules to form a hydrate.