It seems there is no end to the various ways that some of us attempt to find the ultimate in sexual gratification:
"Doctors warn of a dangerous new method of cocaine abuse: injecting the drug directly into the urinary tract. Physicians from New York Hospital-Cornell Medical Center reported the case of a 34-year-old man who suffered severe bleeding under the skin after pumping cocaine into his urethra. It led to complications that destroyed his penis, nine fingers, and parts of his legs."
http://darwinawards.com/darwin/darwin1988-01.html
It's hard to say whether this one is an urban myth. Although medical drs. and texts are cited, they could be easily faked.
Pecker