Chain Pain

You know what the chain of command is? It's the chain I go get and beat you with 'til ya understand who's in ruttin' command here!

—Jayne, Firefly

Related to Whip It Good and Epic Flail, sometimes the chain link is all you need, without the weight at the end. In less realistic works, skilled users can make Instant Knots with it.

A Badass Biker will often do this in a rumble. Also very common in 80s movies with street gangs and among fictional Japanese delinquents. See also Fighting with Chucks, Variable-Length Chain and Chained by Fashion. Sub-Trope of Improvised Weapon.

Examples of Chain Pain include:

Anime and Manga

In Hunter X Hunter, Kurapika fights using Variable Length Chains made of Nen. He can conjure several such chains with various powers.
Sailor Moon: Venus Love-Me Chain!
Shun of Saint Seiya use these as his Weapon of Choice.
The Lyrical Nanoha franchise has Caro's Alchemic Chain spell, which summons physical chains whose movements she can control to chase down and capture enemies.

Card Games

Occasionally seen in Magic: The Gathering. Chainflinger is a good example.
Lunch Money includes a Chain card among the weapons used by its schoolgirl combatants.

Comic Books

In the original Ghost Rider comics, a magical flaming chain manifests when Johnny Blaze or Dan Ketch transform into Ghost Rider.
Spawn has chains that pop out of his cloak and are under his control; most often seen in the HBO Animated Series.
Freddy gets whipped and choked with a chain in A Nightmare on Elm Street: Paranoid.

Film

Dim's favourite weapon in A Clockwork Orange.
Happens in the Ghost Rider movie, with emphasis on 'improvised' as this was the same chain one of the demons tried to kill him with at first.
In Mystery Men, one of the disco gang has a chain for a weapon. Mr. Furious hangs a lampshade on this when he asks why it isn't at least a gold chain.
The killer in the Slasher Movie Chain Letter uses chains to kill people.
A witch and alleged serial killer is beaten to death with chains by an angry mob in Don't Torture a Duckling.
Speed Demon has a character be hanged by a telepathically controlled chain.
Michael bludgeons one of the guards escorting him with his shackles in the Halloween remake.
Leia uses the chain of her Slave Collar to strangle Jabba the Hutt to death in Return of the Jedi.
Friday the 13th (film) has Jason use chains to hang one guard, and snap the neck of another.
Hellraiser has a variation of this, prehensile chains with barbed hooks come out of the Lament Configuration and snag people.
The conductor in Train is hung with a chain.
In the Gods vs Titans fight in Immortals, Zeus beats the tar out of the Titans with a chain that he snagged from their cage.
Riggs tries to use one of these against Wah Sing Ku after trying to kill him with a forklift. It goes about as well as you'd expect.

Literature

In the book of A Clockwork Orange, Dim, one of Alex's droogs has the "oozy" (from the Russian word for snake, no connection to Israeli submachine guns) as his weapon of choice. He uses it surprisingly effectively.
Jason garrotes a guy with a motorcycle chain in Friday the 13th: Hell Lake.
A character gets his arm ripped off by a chain in Final Destination: End of the Line.
In The Dresden Files, Elaine uses a couple of fine chains as foci for her magic.

Live Action TV

Mentioned in Firefly:

Jayne: You know what the chain of command is? It's the chain I go get and beat you with 'til ya understand who's in ruttin' command here.

The leader of a cult-like group of homeless children in an episode of Law and Order SVU used a chain to murder several people he stated had "disrespected" him.
On an episode of CSI, a chain was one of the weapons used to kill an undercover cop who had infiltrated a biker gang.
Occurs throughout Buffy the Vampire Slayer, though there chains are usually just used for choking and/or neck breaking.

Tabletop Games

The spiked chain is a weapon option in Dungeons & Dragons and derived games (including Pathfinder).

Toys

Bionicle: Hewkii's Climbing Chains and Electrified Chains, as well as Karzahni's Flaming Chains.

Video Games

Of the many ridiculous weapons in Exit Fate, this is one of the few that can actually do serious damage. It's wielded by Outsider, a mercenary who's essentially a Disc One Nuke if you can afford his asking price.
One of the biker gangs in Full Throttle uses chains as their signature weapon. Ben can acquire one after defeating them.
Chains are a staple weapon in the Kunio-Kun series (especially River City Ransom, which lets you and the mooks use bicycle chains as whip-like weapons).
In Mitsumete Knight, Jack Burston, one of the game's three punks, fights with a big chain in one-on-one duels.
The Road Rash games have the top AI bikers wielding chains as weapons. The player can steal a chain and wield it himself.
In Liberal Crime Squad, bikers use chains as their main weapons, as do non-union workers.
Ghost Rider again. This time in Ultimate Marvel Vs Capcom 3.
The Ninjakari guild in Lusternia: stealthy, potentially psionic assassins... whose weapon of choice is enormous bladed chains.
Though she has absolutely nothing to do with biking of any kind, Eileen can use a length of chain in Silent Hill 4. It's her second most powerful melee weapon, and the best overall.

Visual Novels

Fate/stay night: Rider uses a chain with a pair of nails attached at the ends.
One of Gilgamesh's fighting styles in Fate Unlimited Codes.

Web Comics

In his original appearances, Hedge of El Goonish Shive wielded a chain as a weapon - specifically, the very chain that had once bound him in captivity in the laboratory that created him. Very symbolic. Very quickly forgotten, too. Only really appeared in one scene, if memory serves, though Grace references it again later.

Western Animation

An escaped Serial Killer uses a chain as a weapon in the American Dad Halloween Episode.
When the power plant donuts are being replaced by healthy snacks in an episode The Simpsons, the vendor fends off the angered employees with a chain.

Real Life

Some gang members use bicycle chains as melee weapons. Quite likely began among outlaw bikers, who had excess chain on hand from motorcycle repairs.
Convicted mass murderer Perry Smith once claimed to have beaten a man to death with a bicycle chain "for fun".