Can someone not feel i.e. neglect pain sensation?
Totally neglect pain? Probably not, but mediate pain sensation? Definetly!

http://www.sciencedirect.com/science/article/pii/0304395989902303


  Results revealed that, in general, cognitive coping strategies are more effective in alleviating pain as compared to either no-treatment or expectancy controls. Each individual class of strategies significantly attenuates pain although the imagery methods are the most effective whereas pain acknowledging is the least effective.


Further reading:


http://www.sciencedirect.com/science/article/pii/S1364661308001575
http://www.sciencedirect.com/science/article/pii/S0304395903002975