How do we share pain?
There has been a study by Jackson, Meltzoff &amp; Decety (2005) who investigated the neurocorrelates involved in the perception of pain. 
In order to assess this, they carried out an fMRI study in which their subjects were shown photographs of of feet and hands in situations that are likely to evoke pain and also a control set of photos that were free of any pain evoking stimuli. 



Their results display that with the experimental photographs, there is a strong increase in bilateral changes in several regions that we know are involved in the perception of pain, namely: 


  the anterior cingulate, the anterior insula, the cerebellum, and to a lesser extent the thalamus


Notably, the activity of the anterior cingulate was most strongly correlated with the participants rating of the other persons pain, which suggests that the anterior cingulate is especially modulated according to the subjects reactivity to pain of others.  

Source: 


Jackson, P. L., Meltzoff, A. N., &amp; Decety, J. (2005). How do we
perceive the pain of others? A window into the neural processes
involved in empathy. NeuroImage, 24, 771-779.
doi:10.1016/j.neuroimage.2004.09.006