I know of one medical disorder that can cause it...I saw an episode about it on House M.D=
"Congenital Insensitivity to Pain with Anhidrosis (CIPA) is a rare
genetic disorder that makes people unable to feel pain, heat, and cold.
This untreatable disease is caused by a genetic mutation that disrupts
the development of small nerve fibers that transmit these sensations to
the brain. While people with CIPA cannot feel these specific
sensations, however, their ability to feel other sensations remains
intact. The inability to detect changes in temperature that
characterizes CIPA also disables the body's ability to cool itself by
sweating."
"Congenital Insensitivity to Pain with Anhidrosis (CIPA) is a rare
genetic disorder that makes people unable to feel pain, heat, and cold.
This untreatable disease is caused by a genetic mutation that disrupts
the development of small nerve fibers that transmit these sensations to
the brain. While people with CIPA cannot feel these specific
sensations, however, their ability to feel other sensations remains
intact. The inability to detect changes in temperature that
characterizes CIPA also disables the body's ability to cool itself by
sweating."