I remember talking at some stage to a makeup artist from a film set.
They had spring-loaded syringes where the actual needle would retract into the body of the syringe.
This way they get a realistic pucker effect where the needle presses against the skin.
movies.stackexchange.com/users/383/pully6
I am late to this discussion, but the Weapons Specialist Ltd company makes retractable syringes and all sorts of other cool props.
The website includes a video of the syringe in action.
movies.stackexchange.com/users/1606/MJ6
While I do not have any official sources, I do not see them getting any actual syringes for a movie.
It is fake as with most whether they do it with CGI (which seems a bit over the top when you have) trick syringes, or I've seen before where they just imply the shot with a cut-away.
movies.stackexchange.com/users/130/Tablemaker
All three types of techniques are used.
Fake appendages.
You can use a real needle in these.
Common when the appendage in question will be changed or explode or anything.
All practical effects. CGI.
In bigger productions, this can be a viable alternative to a prop.
Most often though, it will be a combination of a prop and CGI.
But the most common is special effects props.
Nothing beats a solid prop in your hand.
You can see the needle retracted into the syringe here:
A DIY one:
movies.stackexchange.com/users/23541/cde
I own In The Shadows props www.intheshadows.ca.
In all unionized productions, an actor will never be punctured with a syringe.
Movie prop syringes range from $80-$100 for low end products where the needle will retract, to $400 - $800 where the needle will retract, is spring loaded, and will come back out as the needle is pulled from the arm.
Also, the High end have a second system, where liquid can be filled into the needle (blood drawn, or what ever color liquid is coming out of your alien), or liquid injected (clear, Heroin, floating particles, etc).
This is done via a 4 foot hose connected to the side of the syringe.
At the other end is a vile with a bladder.
That is where fluid goes to when injected, or fluid comes from when liquid is drawn from the needle.
We make custom props.
However, the high end syringes take very specialized materials and craftsmanship to make.
So we purchase from trusted suppliers.
One of the best effects is having a clear liquid (i.e. heroin) in the syringe.
The bladder then has red liquid (blood), and the tube is also full of blood.
The syringe is injected (pushed against skin, and spring loaded needle goes into shaft), and a little blood is drawn into the syringe to confirm you hit a vein.
This close up is a deal seller on film.
Then the syringe is depressed shooting the heroin (into the bladder at the end of the hose).
The shot usually changes here, as the specialty syringe is replaced with a real (dulled) syringe (another prop too long to talk about).
And with a little movie adhesive, left in the arm/ leg / wherever, as the actor removes the rubber band to get stoned.
Hope this helps.
P.S. as a pro in the industry, I would never recommend trying to make your own spring loaded needle.
You never want to put an actor at risk.
movies.stackexchange.com/users/43614/Steve White
In the movie  Contagion ,  Jennifer Ehle's  character is shown giving herself an injection.   This got me wondering - are the injections they perform on-screen real? Do needles actually penetrate the skin and flesh of the actors?  If not (and it does seem unlikely), what techniques are commonly used to fake it? Do they have trick syringes, fake skin, CG?
How are injections given without injuring actors?
movies.stackexchange.com
<props><stunts>
movies.stackexchange.com/questions/530
movies.stackexchange.com/users/119/Gautam
In all unionized productions, an actor will never be punctured with a syringe. Movie prop syringes range from $80-$100 for low end products where the needle will retract, to $400 - $800 where the needle will retract, is spring loaded, and will come back out as the needle is pulled from the arm. Also, the High end have a second system, where liquid can be filled into the needle In all unionized productions, an actor will never be punctured with a syringe. 
In all unionized productions, an actor will never be punctured with a syringe. Movie prop syringes range from $80-$100 for low end products where the needle will retract, to $400 - $800 for high end products. One of the best effects is having a clear liquid (i.e. heroin) in the syringe, which goes into a vile with a bladder. The bladder then has red liquid (blood), and the tube is also full of blood. The syringe is injected (pushed against skin, and spring loaded needle goes into shaft), and a little blood is drawn into the needle to confirm you hit a vein. The shot usually changes here, as the specialty Syringe is replaced with a real (dulled) syringe (another prop too long to talk about)