Why would someone knowingly sabotage their own best interests?

Sometimes, people seem to deliberately do things that make a situation worse, thus increasing the pain they are in. They might know what they are doing and still find themselves doing stuff to make it worse. Almost as if it was an instinct, except it’s a conscious choice, a choice that the person doesn’t like, even if they chose it.

Could they be punishing themselves? If so, why? Are they simply unable to control themselves—like a cutter? What other reasons might explain this?

Have you ever done anything like this or do you know anyone who has? What was the situation, and did you or they ever stop making this kind of error?