I had cut myself for various reasons, though I find other ways to self harm without leaving permenant marks. I still get the pain I needed to feel, but I don't have to hide the marks as carefully.
When I was younger (like as early as preschool), I self-harmed did it because I was bored. I entertained myself by taking something sharp and using it to draw on myself. I did it so often that other people got freaked out when I asked them if I could "draw" on them when I ran out of space. They told me it stung, and it took me a while to figure out I was hurting them, hehe... But I was apathetic and numb as a little kid so that might be another reason to why I did that...
Then I started doing it because I wanted to take my anger out, but I didn't want to hurt anyone else, but just simply punching a pillow wouldn't suffice. I also cut when I'm sad, like most people who self-harm, I did it so I could focus on the physical pain rather than the emotional.
Also, when I get mad, I always get these violent thoughts, and I harm myself so I could focus on my own pain rather than acting out on those thoughts and hurt someone else instead.
Now, I mostly self-harm to punish myself when I know I did something bad, like lied, or broke a rule, to take away the bad karma. As silly as it sounds, it worked. I started to notice that everytime I did something bad, something bad would happen to me (like I wouild break a nail, or have some argument with my parents over something random later on). So I tried hitting/cutting myself, and nothing happened.
Well, those are my reasons, though I don't think the last one made much sense. I don't cut as often now, just the occasional head-banging and punching when I get really irritated.