Acupuncture may help relieve chronic pain by stimulating nerves located in muscles and other tissues, which leads to release of endorphins and other neurohumoral factors (e.g. neuropeptide Y, serotonin), and changes the processing of pain in the brain and spinal cord (Pomeranz 1987, Han 2004, Zhao 2008, Zhou 2008, Lee 2009, Cheng 2009).
From the perspective of Traditional Chinese Medicine, pain occurs when Qi circulation is blocked. It also can be caused by disorders in the internal organs and disturbance of the channels. However. there are many factors that may lead to pain.

Typical chronic pain conditions include:
• osteoarthritis
• rheumatoid arthritis
• low back, shoulder and neck pain
• headache and migraine; cancer pain
• fibromyalgia
• neuropathic pain (e.g. sciatica, trigeminal neuralgia, post herpetic neuralgia)
• chronic overuse conditions (e.g. tendonitis);
• and chronic visceral pain (e.g. irritable bowel syndrome, interstitial cystitis, endometriosis)
(Singh 2010).

In general, acupuncture is believed to stimulate the nervous system and cause the release of neurochemical messenger molecules. The resulting biochemical changes influence the body's homeostatic mechanisms, thus promoting physical and emotional well-being. Stimulation of certain acupuncture points has been shown to affect areas of the brain that are known to reduce sensitivity to pain and stress, as well as promoting relaxation and deactivating the 'analytical' brain, which is responsible for anxiety (Wu 1999).

You can read more about pain in my articles about Back Pain and about Migraine and Headache Pain