Most of these stunts are just that and have nothing to do with martial arts skill.

Take the "bed of nails" first. It takes some knowledge to know how many nails to put in the bed and how far apart to space them out - and perhaps even the type of nails to use. Each bed has to be custom made according to the weight of the person.
Think of a karate punch for a moment. You hit with the 2 knuckles to focus the force into a smaller area. The bed of nails works the opposite way. You spread the body weight over enough nails so there is little to no weight on any one nail. Spread the nails out too far and don't distribute the weight properly and all the martial arts skills in the world won't stop them from poking holes in you.

The same thing pretty much gors for breaking concrete on the body. Put the wrong size of concrete on the wrong part of the body - or strike the wrong part of the concrete with the sledge hammer - and you're looking at an injury.

Hot coal walking is mainly a matter of not setting your feet flat down on the coals long enough to burn. You have to keep moving. You'll also see that these guys don't really walk on red hot coals, they let them cool somewhat and get to a better temperature. If you stop, you burn your feet. Once you get the coals to a safe temperature, it's much more of a mental game than physical. If you focus on the heat and get nervous about getting burned, you'll get burned. If you focus on the goal of walking non-stop to the end of the coals and don't think about the heat, you'll be ok. Just like breaking boards with a punch. Every person over 80 pounds can generate enough force to punch through a pine board. But you have to focus through it. Without training, most people will not be able to do that. They will focus on the front of the board and hurt thier hand. In the same way most people will focus on the heat and get burned.

I can't explain the weapon against the throat trick. I knew a karate teacher who used to do this with arrows. He would take a stance and someone would press the arrow into his throat until it (the arrow) snapped in half. Of course he would never do this with just anyone. His assistant was trained in the stunt as well.

Unbendable, which we learn as part of Aikido, is not a stunt in the same classification. It requires proper body positioning which can take some practice. But it does have real martial applications, in applying arm bars or doing things like our "hitting elbow throw".