Taxco Website – http://www.tourbymexico.com/guerrero/taxco/taxco.htm

Every year in Taxco on Good Friday members of centuries-old Christian brotherhoods begin an annual religious procession of penitence through the streets to the many churches.
I was in Taxco in the mid-nineties and witnessed it. I came upon it quite unexpectedly, I’d never heard of it. The first I became aware of it was hearing the sound of trumpets and chanting, the streets were thronged with people marching. Some of the men, wearing nothing but black hoods and long black tunics held in place by rope, carried bundles of thorny branches on their shoulders. Others were carrying huge crosses and stopping every 15 minutes or so to whip themselves with ropes embedded with nails.
Women and young girls, dressed in white, carried candles in front of images of Christ while others, covered from head to toe in black, walked through the streets hunched over with their ankles chained together or shuffling on their hands and knees
This ancient custom was brought to Mexico by the Spanish 500 years ago. The purpose is to publicly demonstrate a very personal promise of commitment to Christ, not as atonement for sins; though some see themselves as Christ-like martyrs, it’s more usually as a request for the health their family, or for other reasons, only they know (oh! and of course God). I witnessed a very similar Good Friday procession, though nowhere nearly as punishing, in Perpignan in France some years later. (see my entry on Perpignan, Langeudoc, France). http://www.43places.com/entries/view/931611
It is also continued in northern Spain with huge torch-lit processions.