It's one of those folk remedies that really works, it's also scientifically proven and relatively easy to explain.
When localized, heat opens up blood vessels, increases metabolism and aids relaxation, and it has good relieving effect on many aches and pains.
“The heat doesn’t just provide comfort and have a placebo effect – it actually deactivates the pain at a molecular level in much the same way as pharmaceutical painkillers work.” says Dr. King at UCL department of Physiology.
And it's another way of tricking your sensory system to block pain signals. Science Daily writes: "If heat over 40 degrees Celsius is applied to the skin near to where internal pain is felt, it switches on heat receptors located at the site of injury. These heat receptors in turn block the effect of chemical messengers that cause pain to be detected by the body. (read more here)"
Pain reducing heat treatment can be done in many different ways, from electric blankets and steamed towels to heating packs and hot water bottles... its hard to not feel better if you have something like this hand made cozy (from lalaloops shop on etsy.com)
But be careful using heat if you suffer RSD/CPRS, or have active muscular inflammation, heat might make it temporarily worse! On the other hand, a very safe heating device is to wear wool, or place a warm purring cat on the site of your pain...