The Lakota Sioux are one of the indigenous peoples of the Great Plains of North America. Central to their religion and of utmost importance are the “Seven Sacred Rites.”
After the European colonization of the Americas, several of these practices were suppressed by the United Sates and Canadian governments – though the rights of the Native Americans were restored in the late twentieth century. Of these rites, the Sun Dance is one of the most widely practiced, albeit controversial.
Ninian Smart has identified seven dimensions of religion, including four that can be seen in this ceremony: doctrinal and philosophical (the first dimension), material (the fourth dimension), experiential and emotional (the sixth dimension), and practical and ritual (the seventh dimension).
The Sun Dance is “an act of ritual self-torture originally performed as a ‘drama’ to symbolize the capture, torture, and release of an enemy” that traditionally followed the cycle of the summer buffalo hunt.  Moreover, members generally act out this self-torture for healing or as payment for the restoration of an ill person or the return of a loved one from danger.
Though initially 12 days long, in modern day it has been shortened to four and is meant to “express personal strength of will and courage.”  In these features, the first and sixth dimension of explanations for practices and personal reactions are apparent.
By either offering pieces of flesh cut from their arms (women) or piercing themselves (men), the Lakota Sioux produce a work of art, represented by the fourth dimension. Most discernibly, the final dimension encompasses the performance as a whole, including the physical and spiritual cleansing the participants must endure to prepare for the Sun Dance, such as through the Sweat Lodge Ceremony. 
In actuality, there are four chief forms of the dance, with varying levels of intensity.
While the first of these involves staring at the sun from sunup to sundown, the other three require the piercing and subsequent tearing of the flesh in some manner or another.
Finally, regardless of which form the ritual may take, some aspects of the ceremony remain standard – such as praying with a pipe, fasting, a sacred fire, and the use of drums.
Notes and References:
 The Sweat Lodge Ceremony is a ritual of spiritual and physical cleansing, usually a prelude for the Sun Dance, Vision Quest, and Yuwipi rituals, and is largely believed to be the oldest Lakota ceremony.