Zanjeer involves hitting yourself with chains or sometimes blades as part of a mourning ceremony for Imam Husain. It is customary in some areas.
There is a difference of opinion on this these days. Some Shi'is consider it to be a good expression of dedication or loyalty to Imam Husain or as a practice they associate with their identity. (Personally I think some people associate it with being manly, as women do not usually do it, but admittedly no one around me has ever put this into words.)
Other Shi'is consider it wrong because it does not have a solid basis in Qur'an/hadith, because there is evidence that it is a later addition to Shi'i practice, because they feel it gives Islam a bad image, because it could distract from doing acts that the Qur'an teaches about, or because it might lead to self-harm.
Anyway there are plenty of enthusiastic debates about this online which you can read.
God knows best!