Jesus Christ, That Hurts!
Stigmata is the sudden appearance of wounds or blood on the faithful, in the locations similar to where the stakes were driven into Jesus Christ during his Crucifixion. It is intended to demonstrate either how blessed the person is (hey, thanks for messing my shirt up, Jesus) or to show how much of a saviour Christ was (he took such a hit for the human race, some of us spontaneously bleed like he did).
Like Weeping Statues, Stigmata is rife with controversy, mostly because it's a really strange way to show faith and a very odd miracle. It's not a new event, either; St. Francis of Assisi (1182-1226) experienced Stigmata (self-inflicted) on the way to personal salvation and got the ball really rolling. Throughout the ensuing centuries, folks have stood up, shown their bloody palms, and gotten an awful lot of attention. That's what we heretics tend to call "negative reinforcement".
As you might imagine, the generation of false stigmata is a parlor trick, utilizing thumbtacks or hidden sharp blades underneath a table or palmed away. A quick squeeze, a little pain, and glory be unto him!