Since you saw the thread I started here today, I'm guessing you know that I'm one of the members who do (well, did) this. I've never really been sure if it's a form of SI - I don't do it to feel pain, and sometimes I do it for no apparent reason. The website Christina found is a good one, and there are also some articles here on Psych Central.

The last time I pulled my hair out was December 2006, and I think the main thing that's helped me not do it for this long is trying to keep my hands away from my head completely wherever possible. It's not easy, and I've had quite a few failed attempts at quitting before this one, but up until recently this attempt seemed to be going pretty well. I'm hoping I can get back to being able to keep my hands away from my head again soon.

If you're in therapy, you could maybe suggest Cognitive Behavioural Therapy or Habit Reversal Training to your therapist - they're both used for hair pulling, and I think CBT helped me because it made me more aware of when I'm likely to pull my hair.