I found this story on @HistoryWeird's blog here. The original source was The Lancet, London, v.2, 1881.
"In 1891 the Lancet reported a case documented by Dubrisay, a Paris physician. Dubrisay was called to attend to a 44-year-old labourer who had attempted suicide by pounding a 10-centimetre (four-inch) dagger into his own skull."
Let me stop you just there for one minute: There has GOT to be an easier way to kill yourself. Hell, even if you only have access to a dagger and a mallet, THERE ARE STILL EASIER WAYS TO KILL YOURSELF. Okay, let's resume.
"According to the Lancet’s account:
"'He held the dagger in his left hand and given it with the right several blows with a mallet, believing that he would fall dead at the first blow. To his profound surprise he felt no pain and observed no particular phenomenon. He struck the dagger in all about a dozen times. The man was a drunkard but was sober at the moment of the attempt.'
"By this stage the man had nine-tenths of the blade embedded in his skull – but had suffered no pain, loss of consciousness or other ill effects. Unsure what to do next, he changed his mind about suicide and agreed to Dr Dubrisay being summoned. Dubrisay arrived two hours later, however his initial efforts to extract the dagger proved fruitless:
"'For half an hour unsuccessful attempts were made to get the dagger out. The patient was placed on the ground, two vigorous persons fixed his shoulders and, aided by a strong pair of carpenter’s pincers, repeated attempts were made, but without success.'
"The patient remained conscious and ambulatory during these failed attempts. He was taken to a nearby coppersmith’s, where the dagger was pulled out with the aid of a steam winch. Again, he endured this ordeal with “the greatest coolness”, suffering some bleeding and discomfort but no significant pain. He was able to walk to hospital, remaining there for ten days while his wound healed. He was then discharged, apparently in perfect health. The fascinated Dr Dubrisay later replicated the incident in a series of experiments, hammering daggers into the skulls of human cadavers."