I found this... and to be honest,I had never heard of it before now.
When you rob your brain of oxygen (asphyxia), you experience a high -- euphoria, dizziness, and lowered inhibition -- before you lose consciousness. To make their sexual experience more thrilling, autoerotic asphyxiators masturbate while strangling themselves with cords, ropes, scarves, and ties, or they suffocate by sealing their heads in plastic bags.
The vast majority don't mean to kill themselves. They usually devise some kind of rescue mechanism to stop the asphyxiation once they've climaxed. But the fail-safe often fails. For example, they may tie a slip-knot or hang themselves from something that's shorter than they are, so they can simply stand up to stop the strangulation. But they may get so weak and disoriented from lack of oxygen that they can't pull out the knot or stand up, and they pass out and die.
from medicinenet.com