Stigmata = delusions which affect the body. It's basically a psychosomatic interaction. A person suffers strong religious delusions, and subconsciously creates wounds through muscle contraction, pulling apart the skin and such at various points. Much the same as many who meditate can alter their heart rate and such. Important to note than stigmatics produce wounds in the hands, whereas crucified people were nailed not through the hands but through the forearm, between two sturdy bones; this also suggests it is based entirely on incorrect belief and not on some connection to a real event.
Just as a quick addendum, blisters and small wounds can also be generated by hypnotic suggestion. ~Raithere
