Clinical practice in an emergency room quickly dramatizes individual differences in pain tolerance. I remember a Swedish carpenter who, declining analgesia, stoically allowed me to dig out a splinter from under his fingernail with a scalpel as he gaily discussed baseball. Holy men rest on their beds of nails; Lesch-Nyhan patients mutilate themselves; rock groups blast listeners with sound above normal auditory pain threshold—all of which raises the question, how do combinations of experimental and neurophysiological mechanisms work together to produce these variations in tolerance of extreme intensities of sensory input? This article will review individual difference research in sensory overload with especial interest in the possible electrophysiological correlates of these differences.