My father happened to do his military service (in Greece, like in many other European countries, military service is compulsory) when the Turks invaded Cyprus in 1974, so naturally, there was also a great military stirring at the time in Greece.
So, to the point. The soldiers, during the endless time of waiting and waiting in the hoods which were full of scorpions, these little arthropods with the deadly sting, the soldiers I was saying, highly under stress because of an imminent war with Turkey, they used to kill the scorpions and they had observed the following interesting phenomenon.
They would spill some gasoline around a scorpion but not on the scorpion, and they would put the gasoline ring on fire. The scorpion could not escape because these animals are very afraid of fire, and after some time of circling around the ring of fire trying to find a way to escape, the scorpion would bite itself with its own sting causing its death after about one minute. I guess this is clearly a case of an animal deliberately committing suicide.
--update: The wu below speaks about scorpions not affected by their own poison and suggest that they die from the heat. First of all, scorpion's poison has neurotoxins which I find highly unlikely not to be able to affect its neural system. Second, the ring of fire was large enough in diameter so as not to kill the scorpion with its heat...