Self-Mutilation Demonstration

"'Except a corn of wheat fall into the ground and die, it abideth alone.' Wheat, eh? There's enough of it, we can afford to waste as much as we want. Like my head, you see!"

—Albedo, Xenosaga.

Immortality isn't exactly a superpower you can easily prove to the skeptic. Sure, you can say that you're Really Seven Hundred Years Old, but whose to say that they'll believe you? And, while you may have that Healing Factor, you need to be injured for that to work. It's not like you can have your arm sliced open on demand just to prove that you-

Wait a sec, you can.

Self-Mutilation Demonstration is the favorite method of Immortals for proving to others their powers. The method is simple: grab a sharp object, slash open your arm (or any other body part), and let your Healing Factor kick in and amaze your guest. In other words, you take Good Thing You Can Heal to its logical extreme, deliberately injuring yourself for the sole purpose of proving you have a Healing Factor. Let's hope you also have the superpower not to feel pain.

Sometimes, the empowered individual will ask someone to just Hit Me Dammit. This is either a stylistic variant of the same thing, or a character is using to mock Mooks by revealing that this is one thing they have in common with superman, particularly to justify hitting them back to much greater effect.

Not to be confused with Self-Harm.

Examples of Self-Mutilation Demonstration include:

Anime and Manga

This was a Once an Episode trick for Yuta in Mermaid Saga. It even got so common that his girlfriend eventually started predicting when the "I'm really five hundred years old..." speech was about to occur and started inconspicuously searching for the nearest pointy object to use.
Happens occasionally in the Baccano! series.
Greed proves he has the Healing Factor in Fullmetal Alchemist by asking a flunky to smash his head in with a giant, pointy mallet.
Phoenix - Masato does this after Phoenix the grants him immortality, first slicing his skin open with a knife, then shooting himself.
In D.Gray-man, there's a scene where Road Kamelot tears her own face off using Allen's anti-Akuma weapon so she can show off her Healing Factor.
In the Queen Camillia arc of Descendants of Darkness, Hisoka stabs himself in the hand to prove to Tsubaki that he is indeed a Shinigami, and to try to get her to believe him when he says that Muraki is not the angelic hero she thinks he is.
Ciel does this in differing ways between the manga and the visual novel of Tsukihime. In the manga she stabs herself through her eye to the squicking of Akiha, and in the VN she slits her own throat to the amazement of Shiki.
Kira Sakuya from Angel Sanctuary repeatedly injures his arm to prove to his host body's father that he is actually a soul that has taken over his real son's dying body.
Angel Beats! right off the bat in a variety. Otonashi asks Angel(Kanade) to prove him he's dead. She stabs him in the heart. He survives! ....Or not. Now he knows he's dead for sure.

Comic Books

A member of Youngblood once cut off his own arm when asked what powers he had.
In an issue of The Sandman, an Indian fakir, seeking an audience with a powerful sultan, impresses the palace guards by severing his own hand at the wrist (a wound which, naturally, doesn't bleed) and then reattaching the hand with no loss of function afterwards. Subverted slightly in that although he's immensely powerful, the fakir isn't immortal: he does possess a fruit which grants immortality to whoever eats it, but he refuses to use the fruit for himself.
There's a vampire comic by the Finnish artist Petri Hiltunen which starts with the vampire holding a pistol while facing his human guest. The human thinks he's going to get shot, but the vampire actually just wanted to prove to his skeptical visitor that he's a vampire - he shoots himself in the head, and the wound disappears in a couple of seconds. To clarify, the man assumes that the vampire is just a crazy person, and is trying to intimidate him with a gun into agreeing that he is what he says he is.
Batman - "Contagion" features a man who thinks he can do this after walking through a plague zone and being unharmed. Turns out being immune to a disease does not translate into being immune from other harm.

Film

Jennifer's Body. Jennifer burns her own tongue with a cigarette lighter, and slashes herself in front of Needy when she decides to share her 'secret' with her.
Terminator 2 has John Connor order the T-800 to show Dyson he really is a robot. The T-800 peels off the skin and muscle of his arm, only to look at the exposed endoskeleton dispassionately.
In Men in Black, K shoots Jeebs in the face mostly to unveil The Masquerade to J.

Jeebs: You insensitive prick! Do you have any idea how much that stings?

In the original Highlander film, when Connor MacLeod decides to reveal his secret to the love interest, he clears up any lingering doubts about his immortality by stabbing himself in the chest with a dagger.
In The Medallion, Jackie Chan's character is made immortal by the eponymous artifact, and tries to prove this to his partner by asking said partner to first shoot (the partner refuses, saying there'd be a ton of paperwork if he discharged his weapon) and then stab him. After he refuses to do that, Jackie stabs himself. On seeing he's unharmed, the partner then takes the knife and keeps stabbing him in awe of the regeneration.
Freddy Krueger arguably does this a few times in the A Nightmare on Elm Street series, mostly just to horrify his victims. In the first film, for example, he says "Watch this!" before cutting his own fingers off, causing a strange green liquid to squirt from them.
In the first Wishmaster movie the Djinn blows his brains out at the heroine's command, thereby demonstrating two things: he must do whatever she says, and he is not to be gotten rid of that easily. He does concede that it hurt like hell.

Literature

It's not done to show immortality, so it might not count, but in one Animorphs, a recently freed Hork-Bajir is suspected of being controlled by a Yeerk (parasitic alien brain-living slug). His response is to ram his arm blades into his skull and pull his head apart to show his own Yeerk-free brain. Tobias, the narrator of that particular book, points out "it's not like it didn't hurt him, either. I could see the pain on his face." He has a Healing Factor, but it doesn't make it any less awesome.
In the Women of the Otherworld novel Stolen, Cassandra is trying to convince Elena that vampires are real, despite standing in broad daylight and wearing perfect makeup—which she would have needed a reflection to apply. So she takes a ballpoint pen and stabs her own hand. The wound doesn't bleed and heals almost instantly.
In Interview With a Vampire Louis remembers when learning about his new attributes, he jammed a dagger in his arm, and before he could pulll it out, the body had healed itself around the dagger.
In the Popol Vuh (Maya mythology) the hero twins use this power to defeat the evil Lords of Xibalba. Xbalanque cut Hunahpu apart and offered him as a sacrifice, and Hunapu rose from the dead. The Lords demanded that the Hero Twins try it on them. The twins did half of the trick...
In Tuck Everlasting Tuck, after realizing he's immortal, to test it out he shoots himself through the heart. It passes right through him like water.
In Thief of Time, a yeti invites Lobsang and Lu-Tze to chop off his head in order to demonstrate the yetis' Save Scumming abilities.

Live-Action TV

Heroes
- Claire in has been known to do this quite a few times. To prove to herself that she really can heal, Claire cuts off her own toe and watches her foot grow a new one to replace it. It was more to test how well she can heal, not that that makes it any less crazy.
- Adam, upon finding out about his Healing Factor, starts to mutilate himself just to watch his body heal within seconds.
In Buffy the Vampire Slayer, when the mayor becomes invulnerable in human form, he has a demon-slaying knight slice his head from the top to his neck. The two side reattach almost immediately.
An episode of Highlander the Series had Duncan doing this to an Immortal that had lost his memory. In another episode it's shown in flashback how he convinced Tessa of his imortality. He shot himself
- Methos does it in another episode, cutting open his palm to demonstrate his immortality to a Watcher he knew.
In Blood Ties, Henry demonstrates his vampiric nature to Vicki by shoving a knife through his hand.
Daisy did this once in an episode of Dead Like Me.
Inverted in First Wave, when Foster is captured by people claiming to be government agents who know the truth about the Gua. To prove he is really human, the agent in charge let's Foster stab him in the hand, as aliens have a Healing Factor. The hand doesn't heal, convincing foster. Later, it is revealed that all this was an elaborate alien ploy. In fact, it was difficult for them to create an arm that wouldn't heal.
In the remake of V, members of La Résistance cut their skin to show that there's nothing reptilian underneath.
In The Gates, a werewolf slices his arm to reassure his succubus girlfriend that she doesn't need to worry about accidentally hurting him.
In Eureka, recently-fired scientist Carl Carlson sticks a knife through his hand to prove to his old boss that he has, in fact, finally created a process for spontaneous cellular regeneration.
The Collector: One of the Devil's clients doesn't remember or believe that she made a deal when the deadline approaches, so Morgan convinced her by cutting himself, showing his hellfire-powered healing.
Subverted in The 4400, when Kevin Burkhoff stabs himself in the hand (which heals) to prove that he has created a serum that can give people abilities.

Diana: (astonished) You've successfully manifested a 4400 ability.
Burkhoff: It's getting there. It doesn't always work.
Diana: ...you just stabbed yourself in the hand.
Burkhoff: Yeah. I was a little worried about that.

Video Games

The Nameless One in Planescape: Torment does this rather often. You can even do it to convince someone not to commit suicide. Or you can have him break his neck just to scare people.
Albedo from Xenosaga on at least two occasions shows off his immortality through self-decapitation.
A variation of this trope is used in Ever 17. In the Jellyfish Gondola, Tsugumi shows that she has a disease that makes her immortal by killing her pet hamster Chami, which is also infected by the disease. After seeing Chami's shocking sudden death, Takeshi sees an even more shocking sight as the hamster just regenerates so quickly that it looks like he never died after only a minute.

Web Comics

Jurinjo of Emergency Exit makes a large cut in his arm to prove his healing powers to Jason so that he can fix Karl's face. He still feels the pain though.
Jin of Wapsi Square uses a variation to show that she is indestructible here.
Steve Weatherby in Captain Stupendous does this by stabbing himself in the throat.

Web Original

Although they're usually seen via Shadow Discretion Shots, during Jin's account of her origins in V6E3 of RWBY this one of the ways how Salem would demonstrate her (cursed) immortality when recruiting the rulers of Humanity V1.0 to attack the gods.