One of my favorites is making little paper cuts and then pouring rubbing alcohol on them, though I don't know if that is "extreme" enough for what you are looking for (one person's extreme is another's day at the beach, if you know what I mean), though of course the level of pain relates to how deep the cut is and I don't know if that falls under "without injury" or not, though. This can also work with hot water, and it can also work with lashings left by a whip, if severe enough.