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The aim of this paper is to offer an explanation of masochism in political behavior using the concepts developed by the French psychoanalyst Jacques Lacan. For the purposes of this paper, masochism in political behavior is defined as any political behavior in which the protagonists willingly pursue self-directed pain and suffering in order to accomplish their political goals. It involves the self-chosen endangerment of one's life and liberty and thus includes a whole range of contemporary behaviors, from hunger strikes and suicide bombers to the old “escape from freedom” phenomena now on the rise even in the established democracies. Lacan's basic thesis is that masochistic behavior is an effort on the part of the subject to establish law-giving structures where there were none before. In other words, the masochist's sacrifice is a provocative attempt to carve out an autonomous space in the political environment whose structure does not allow it. This is why the masochist's “victories” will by necessity be temporary and will require constant repetition. Lasting changes in political structures necessitate other types of behavior. In order to provide evidence for this thesis, I will present two detailed case studies. One will explore the issue of masochism in the Russian political culture based on the studies by Daniel Rancour-Laferriere. The second case study will be based on my own research and first-hand experiences as an active participant in the political life of Montenegro.