What is Self Injury
Self-injury is a disorder which has only recently been recognised as more than merely attempted suicide. There are a number of different ways to refer to self-injury, though the main ones are self-injury, self-mutilation and self-harm. Many SI-ers dislike the term "self-mutilation" as it sounds like we're chopping off limbs! Other terms sometimes used include autoagression, intentional injury, symbolic wounding, malingering, deliberate self-harm, self-abuse, local self-destruction, delicate self-cutting, agression against the self, parasuicide, attempted suicide and focal suicide. It is normally seen as incorrect to refer to self-injury as attempted suicide, although some people follow Karl Menninger saying that "local self-destruction is a form of partial suicide to avert total suicide." 
Perhaps the best definition of self-injury comes from the psychiatrist Armando Favazza in his excellent book Bodies Under Seige. Favazza defines self-injury as:
The direct, deliberate destruction or alteration of one's own body tissue without conscious suicidal intent. 
The reasons why people self-injure are many and varied and, as Favazza points out, can include everything from body piercing at one end of the scale, to amputation of limbs at the other. However, I would not include things like body piercing and tattooing. I define self-injury as destruction of body tissue without suicidal intent for the purpose of releasing or showing emotional pain, where the body is injured for the pain, blood or scars that result, not as a stepping stone to something else. Discussions of self-injury, and this website, tend to exclude things like ear piercing and cultural rituals such as circumcision and scarification and focus on those injuries to the body which are not culturally sanctioned and which are felt to be shameful and to point to the presence of an underlying disorder. This type of self-injury is often associated with mental illness, and, according to Favazza, can be divided into three types; major, stereotypic and superficial self-injury.
Major self-injury refers to such things as eye enucleation (removal), castration and limb amputation. It is (obviously) the most serious form of self-injury, and much rarer than the other two types. Major SI acts tend to occur suddenly and with great danger to life - the acts tend to be spontaneous and frenzied. The only exception to this is the self-castration performed by some transsexuals (usually because they cannot get sex-change operations quickly enough or cannot afford them) which tend to be carefully planned and executed with the minimum tissue damage and blood loss.
Major self-injury is associated with a number of mental illnesses, including "psychosis (acute psychotic episodes, schizophrenia, mania and depression) and acute intoxication" 
Some of these acts have a religious cause - often Jesus' words in Mark 9:43-8 and Matthew 5:28-30 are cited:
Mark 9:43-7 And if thy hand offend thee, cut it off: it is better for thee to enter into life maimed, than having two hands to go into hell, into the fire that never shall be quenched: Where their worm dieth not, and the fire is not quenched. And if thy foot offend thee, cut it off: it is better for thee to enter halt into life, than having two feet to be cast into hell, into the fire that never shall be quenched: Where their worm dieth not, and the fire is not quenched. And if thine eye offend thee, pluck it out: it is better for thee to enter into the kingdom of God with one eye, than having two eyes to be cast into hell fire.
Matthew 5:28-30 But I say unto you, That whosoever looketh on a woman to lust after her hath committed adultery with her already in his heart. And if thy right eye offend thee, pluck it out, and cast it from thee: for it is profitable for thee that one of thy members should perish, and not that thy whole body should be cast into hell. And if thy right hand offend thee, cut it off, and cast it from thee: for it is profitable for thee that one of thy members should perish, and not that thy whole body should be cast into hell.
Atonement for sins or commands "heard" from God have also been reported as the reasons behind major self-injury. People have castrated themselves from a desire to be female (transsexualism), fear of homosexuality, control or guilt over sexuality/masturbation and obsession or sexual fetishism of amputation as well as from religious reasons: For there are some eunuchs, which were so born from their mother's womb: and there are some eunuchs, which were made eunuchs of men: and there be eunuchs, which have made themselves eunuchs for the kingdom of heaven's sake. He that is able to receive it, let him receive it. (Matthew 19:12)
Major acts of self-injury are irreperable, and have lifelong consequences. Many sufferers report feeling calm and peaceful after their actions, but the urge often recurs, presenting extreme risk to health.
Stereotypic Self Injury
This form of self-injury could also be called repetitive self-injury (except that Favazza has another type of SI in mind with that, and I'm following his categories). There is often no conscious reason behind such actions - Favazza describes it as a "biological imperative". Stereotypic self-injury is monotonous and repetitive and the most common form of it is headbanging. Biting, hitting and hair-pulling may also feature.
Stereotypic self-injury is common among those in institutions - care homes, mental hospitals and prisons. It can also occur in very young people - anyone remember the news footage of Romanian babies in orphanages banging their heads over and over against the bars of their cots? It is also strongly associated with mental disability. Other conditions associated with stereotypic self-injury are autism, Lesch-Nyhan syndrome, deLange syndrome, Retts disorder, neuroacanthosis and Tourettes syndrome.
Superficial Self Injury
This is where most people come in. Don't be deceived by the name - often "superficial" self injury can cause quite a lot of damage to tissues, and lots of blood loss.
Superficial self-injury is the most common of the three types Favazza identifies. This involves the cutting or burning of the skin (most commonly) superficially, with generally no risk to life. According to Favazza, there are about 1,400 self-injurers per 100,000 population.  It seems to be more common among women although Favazza points out that cutting and burning are common in prisons and men can more easily lie about their scars which can confuse the data.
There have been several famous self-injurers who call into this category, including Richey Edwards (of the Manic Street Preachers), Princess Diana and Johnny Depp. More famous SI-ers are listed on Self-Injury: A Struggle.
Favazza divides this category into three further categories: compulsive, episodic and repetitive SI.
Compulsive SI-ers perform repetitive, ritualistic acts many times daily. Features include hair-pulling (trichotillomania), generally from the scalp, eyebrows and eyelashes, though hair can be removed from elsewhere on the body. Sometimes the hair is eaten afterwards (resulting in hairballs). Hair-pullers are sometimes unaware of what they are doing.
Psychodermatological conditions are also common in comulsive self-injurers. These include the delusion of parasites in the skin and injuries caused by the removal of imaginary blemishes by perfectionists.
Episodic self-injury is infrequent behaviour. Episodic SI-ers do not brood on what they do and do not base part or all of their identity on their actions. They use their SI to gain rapid relief from tension, to return to reality after emotional deadness or disassociation. They also use it as a means of establishing control over themselves, to provide security or a sense of uniqueness or to get attention from doctors or loved ones - for example if they find themselves unable to articulate their despair. Negative self-image, self-hate also plays a role in why some people SI, sexuality - either guilt about sex or a desire for an increase in sexual pleasure can also make some people SI, and some people find they get a feeling of euphoria, a "high" from SI. Some people also use SI as a means of venting their anger - turning it upon themselves rather than on other people. Some people with multiple personalities find their other selves harming them . Favazza seems to regard this as the most common form of SI of all, and the possible stepping stone for the next form of SI.
Episodic self-injury becomes repetitive when the sufferer begins to dwell on what they do and to take on the identity of a "cutter", "burner", etc. SI begins to become an addiction at this stage. Probably most of the websites about SI come from repetitive SI-ers. Whereas episodic SI is a feature of other disorders and problems, Favazza regards repetitive SI as a disorder in its own right, which he calls repetitive self-mutilation syndrome. It generally begins in adolescence and can continue for many years, with active and passive stages, and often co-exists with other disorders such as eating and psychological problems. It is primarily a disorder of impulse control where the impulse to harm oneself cannot be resisted and which can be "triggered" by a variety of things (hence the warnings on this and on similar sites). People who SI in this way often use a variety of methods to harm themselves. It is also associated with ritualising the injury process (setting out blades and other paraphenalia in a special order, being in a special place, and so on and so forth) and with taking over the sufferer's thoughts.
1 Karl Menninger Man Against Himself (1938) cited in Bodies Under Seige: Self-Mutilation and Body Modification in Culture and Psychiatry" Armando Favazza (Baltimore: John Hopkins University Press, 1987, 1996) 2nd Ed, p232
2 Armando Favazza, ibid., p225
3 Armando Favazza Bodies Under Seige: Self-Mutilation and Body Modification in Culture and Psychiatry (Baltimore: John Hopkins University Press, 1987, 1996) 2nd Ed, p234
4 cited in A. Favazza Bodies Under Seige: Self-Mutilation and Body Modification in Culture and Psychiatry (Baltimore: John Hopkins University Press, 1987, 1996) 2nd Ed. p240. I am unsure whether this only refers to the USA or not.