Most bees and wasps don’t. The standard stinger design is smooth for puncturing the skin of other insects and it can be easily withdrawn and reused. But the honeybee, uniquely, has evolved a strongly barbed stinger as a defence against vertebrates.
The bee doesn’t just push the stinger into you – the barbs on either side of the central stylus act as ratchets that move back and forth to pull the stylus ever deeper. The elastic layers of your skin trap the barbs so when you brush the bee off, the stinger tears free, along with the venom gland and part of the digestive tract.
The bee dies from this huge rupture, but the muscles in the stinger continue to work, pumping venom into the wound. The abdominal juices also act as a pheromone signal to other bees to join the attack. This suicide strategy results in a much more painful sting and is the best way to protect the hive. Unlike workers, queen honeybees have smooth stingers for multiple attacks.