By far the most shocking and spectacular celebration within Malaysia is the Hindu festival, Thaipusam which happens every year in the Hindu month of Thai (January/February) when the constellation of Pusam is in its ascendancy.
Potentially a million devotees flock to the Batu Caves not far from Kuala Lumpur to honor the God Murugan (or Lord Subramaniam) whose chariot makes its way slowly from Sri Mahamariamman Temple in KL's Chinatown to the Batu Caves.
The festival has become so famous due to the shocking Kavadi Attam dance, the Kavadi being a physical burden through which the devotees implore for help from Murugan, i.e. the devotees subject themselves to seemingly masochistic acts as fulfillment for answered prayers. Pots of milk are carried in offering, often hanging off the skin by hooks.