I was actually considering that as a topic for my diploma thesis

It strikes me how often there are BDSM references in literature. Just from the top of my head, Angela Carter's "The Bloody Chamber" (which is a short story found in the collection of the same name) is pretty explicitely BDSM. Mary Shelley's Frankenstein has subtle references -- Frankenstein is extremely possessive about his sister/lover...she's his most prized obsession. I agree on Victorian literature...but the reason for this may be the picture of the Victorian woman (I'm not launching into a speech here, ahem). Does locking your (mad because a sexual creature) wife up in the attick count? In that case, add Jane Eyre to the collection. All I can think of right now, I'll have to see if I can still find my list.

I don't know about the Conan books -- never read any of them -- but I can testify that in the mmorpg based onthe series...well, the second thing you see is a half naked woman in chains. So I can imagine that it's no different in the books