Thaipusam is a Hindu festival dedicated to Lord Murugan (Kartikeya) celebrated mostly by the Tamil community on the full moon in the Tamil month of Thai (January/February). Murugan is the Hindu god of war and victory. He is the son of the lord Shiva and Parvati; his little brother is Ganesha.
I took the photos in this post last year at the festival downtown (between the Arulmigu Sri Raja Kallamman Hindu Glass Temple and the Arulmigu Thandayuthapani Temple). This year the festival is scheduled for January 17th.
On the day of the festival, devotees will shave their heads and undertake a pilgrimage along a set route while engaging in various acts of devotion, notably carrying various types of kavadi (burdens). At its simplest this may entail carrying a pot of milk, but mortification of the flesh by piercing the skin, tongue or cheeks with vel skewers is also common.