WordNet (r) 3.0 (2006):

masochist
    n 1: someone who obtains pleasure from receiving punishment
         [ant: sadist]

Moby Thesaurus II by Grady Ward, 1.0:

20 Moby Thesaurus words for "masochist":
   bugger, coprophiliac, erotomaniac, exhibitionist, fetishist,
   narcissist, necrophiliac, nymphomaniac, paraphiliac, pederast,
   pedophiliac, rapist, sadist, satyr, scotophiliac, sodomist,
   sodomite, transvestite, voyeur, zoophiliac