Five things immediately spring to mind:
1) Sade's "Justine" and the additional thrill in the tribulations of the wandering, virginal, xtian maiden through the Sadean landscape.
2) Wilhelm Reich's "Mass Psychology of Fascism"...in which he talks at length about the mutual reinforcing cycle of sexual repression/physical mortification and religious catharsis. Also, see his book on character structure and armoring...I forget the title.
3) The age old, eternal Xtian theme (partly personified by X on the cross) of the triumph of the spirit through the mortification (read torture) of the body.
4. A magnificent long short story by Balzac called "The Succubus."
5. "The Devils of Loudon" by Huxley.
Joanna Bujes