It is common, especialy in the people you would least exspect, however I find that they are almost always GLBT. Most of my friends are GLBT and I can say that about 90% of them have self inflicted scars. I myself have a few, but I cut, not completlty out of depression (and not at all anymore) but in order to remember things. I have my 'real' name written on my thigh so I would never forget the moment I realized what my real name was. I have 4 cuts on my shoulder, 1 for each heartache i've had and 1 to remember how hard I fell when I was crushing on this one girl, this scar is to remind me to never allow myself to become that depressed again.
The first time I did it, I became so addicted to the feeling that I actually ended up frightening myself and I had to fight the addiction for three days (and thats just after cutting myself once.)
The addiction that I experianced really allowed me to understand how people who get caught up in it really can't help it by that point. It's a very addictive feeling but at the same time, I happily feel that I will never cut myself again.
And to adress some things that have come up in this thread,
It isn't always about the pain. Yes some people will cut themselves in order to force themselves to feel pain and 'feel alive."However ussually, they cut because for the feeling on satsfaction and the numbing effect cutting has. It seems to make your brain tingle and you get the most calm sensation. If it was just for the pain we could resolve cutting by getting everyone a BDSM partner x) But it's not, it's about the satisfaction. I'm not lying when I compare the addictive effects to that of say, smoking. It feels good, and the feeling of cutting into yourself feels really good. For most people, it should be understood, that cutting is no longer a thought out choice, it's a need to satisfy the addiction.