Arjuna's Penance is a story from the Mahabharata of how Arjuna, one of the Pandava brothers, performed severe austerities in order to obtain Shiva's weapon. The idea, which pervades Hindu philosophy, is that one could obtain, by self-mortification, enough power even to overcome the gods. In order to protect themselves, the gods would grant the petition of any ascetic who threatened their supremacy in this way - a kind of spiritual blackmail, or give to get. (This meaning of the word penance, by the way, is specific to Hinduism. Unlike the Catholic rite of penance, it is performed to gain power, not to expiate sin.)