Funny you should say that - Italy's Padre Pio 'faked his stigmata with acid'
None could provide a cogent scientific explanation based on the known laws of science. Furthermore, the stigmata were just one of a variety of mystical phenomena associated with the Padre, all of which eluded rational explanations.
There have been fake stigmatists over the years but the fraud usually comes to light very quickly and it never stands the test of time. That's because there have been a considerable number of genuine stigmatists down through the centuries, including St. Francis of Assisi and the Church has become fairly adept at spotting the fakers.