My hair is red-brown and during preventive medicine research, I had a root canal without anesthetic. Perhaps the combination color helps.
Despite the recent glut of opposite info in the news, I have read and used research in practice that shows that people with red hair feel less pain than people with other hair colors feel, and my doctors confirm this. But I feel that red haired people's sunburn must hurt much more than dark-haired sunburn, because the darker pigment in the skin is protective. In one study, only women with red hair received relief, or more relief, from a specific medication, but men with red hair generally did not. http://www.pnas.org/content/100/8/4867.short
Because other comments show the opposite, then other genetic or environmental factors may be entering into the question, including gender, age, nationality, who is paying for the study (if govt. study, who provides the grant), and others.