Sometimes, medical case studies tell as much of a story by what they omit as by what they include. This sentence, from a recent case study published in the Canadian Journal of Urology, is one such example:
To complete the therapeutic approach, we focused also on the possible psychiatric implications of the self insertion of a foreign body into the urethra, and the initial evaluation reached the diagnosis of depression.
You may not be aware, but there are hundreds of cases in the medical literature of people ending up in hospital after putting objects in their cock or mimsy.
As far as I can tell, the matter has not been systematically studied, although hospital admissions seem to be most commonly linked to sex games that, excuse the pun, have got out of hand, or, are the unfortunate results of mental illness.
One interesting case from last year was reported in a chimpanzee. Do mention that next time you bump into an evolutionary psychologist. It should keep them busy for a while.
Link to PubMed entry for case study.