Yes, the Russians have the Rushalka, and I thing the Romanians also have this as well. I remember reading about that armpit-tickling tribe, too.
There was a torture method in the Chrimean War called "laughing to death". What invaders would do was kidnap the wives & daughters of prominant villagers outside the walls of a town, and then do terrible things so that their cries and begging could be heard over the fortified walls. In theory, the prominent citizens would hear the cries of his family members and demand that the town leaders surrender. The invading army would thus be able to enter the town without having to lay seige to the protective walls. I don't know for a fact that "laughing to death" was tickling, but it supposedly lasted for hours, whatever it was.....
The Tartar tribes supposedly used tickling, but that's about all I can give you. Was it rumor? Was it real? How/Why was it used? I don't know!
Rutgers University used to have a sorority there that used tickling in stocks as a part of their (illegal?) hazing process.....
A book called "Vie Sahara" , published in the 1890s, contains an account of an Arab woman being tickled to death for her unfaithfulness, but I don't know if this was real or fiction, or if this book even really exsists. All searches I do trying to find this book yield nothing.