On the one my teacher showed, the guy was actually putting the needle right through his actual bicep. You could even see his skin on the other side of his arm stretching before ripping as the needle came through. He said that he has an extreme tolerance for pain and can even lower his blood pressure so much as to barely bleed at all.
i literally have seen exactly how they do this, and no they do not actually put the needle through their arm
the needle has a bulb on the bottom that holds some fake blood, and can be pushed through at any time.
they use liquid cement to stick their arm together on top of the needle to make it seem like it's inside their skin.
if you don't believe me, in the video when he buys the needle you can see that it doesn't have a bulb, but when he's doing the trick he does have the bulb there
unless you're joking and you don't actually think it's real then this was all for nothing