Hmm..I haven't heard of any masochist animes, other than the tags you can find on hentai websites, but that isn't really appropriate...
I have some characters from animes that are masochists! If that helps...
Sa-Chan from Gintama
Hidan from Naruto Shippuden
Nico from Tokyo Ghoul
Minegishi Tooru from Working!!!
Virgo from Fairy Tail
Not a big list, but some from the top of my head.