I personally like the deep breathing technique.
However, there is a medical journal article about one man's particularly persistent hiccups:
From the Journal of Internal Medicine, 1990, February issue, 227(2) pages 145-6.
Termination of intractable hiccups with digital rectal massage
Odeh, M., Bassan, H., Oliven, A.
Department of Internal Medicine, Bnai Zion Medical Center, Haifa, Israel.
Abstract
"A 60-year-old man with acute pancreatitis developed persistent hiccups after insertion of a nasogastric tube. Removal of the latter did not terminate the hiccups which had also been treated with different drugs, and several maneuvers were attempted, but with no success. Digital rectal massage was then performed resulting in abrupt cessation of the hiccups. Recurrence of the hiccups occurred several hours later, and again, they were terminated immediately with digital rectal massage. No other recurrences were observed. This is the second reported case associating cessation of intractable hiccups with digital rectal massage. We suggest that this maneuver should be considered in cases of intractable hiccups before proceeding with pharmacological agents."
That's digital meaning "with the fingers".
I've never had hiccups bad enough to try digital rectal massage, but at least I know of a way to stop it that worked in a hospital for at least two patients. And now, you do to.
It's real. You can check yourself by searching for "hiccups AND digital rectal massage" on PubMed.