Making Damage Meaningful

How often have you heard your players say things like "I've got a bunch of HP left, I can keep going" and "It's alright I'll go first I'm a tank"?

It seems like their character's pain is meaningless to them! Sure they've got HP remaining, but their character is still probably going to get hurt.
If only there were some way to simulate the fear of getting hurt at the table without inflicting any actual pain...

And so I present the Ten Foot Polemic Pavlovian Psychosomatic Pain-Avoidance Training Device, or "nerf gun" for short.

Simply load, point, and shoot at any player who takes damage during the game.
Extra shots for claw/claw/bite are optional, but encouraged.