Throughout the movie, we're given different versions of the past. I am also not sure if it's ever made very clear why Bane wears his mask.
So, why did Bane have to wear his mask?
From what I've gathered, he has to wear that mask in order to tolerate the constant pain he is in after the mauling he took while helping Talia escape. It feeds a nerve numbing gas to him. That said - it is not really shown in use (gas canister-wise) during the film, and a bit ambiguous. Also seems a bit of a weak spot for such a tough guy.
I've found a quote from GQ magazine:
If you'll recall, Tom Conti's character (the old man in the prison) recounts the story of 'the child' who escaped, and this is then extrapolated upon during the big reveal at the end by Talia, who goes on to explain how Bane was her protector and how he was set upon by the other inmates when she escaped. The doctor with the gammy eye tried to help him but his injuries were so severe that he was in constant pain from that moment on.
Actually, I think another good question might be: where did he get his mask from?
The reason that Bane wears the mask is because he has to be dosed with a supply of a drug called "venom". This drug is why he is so fast and so strong. He was already incredibly smart before the drug. The drug was forced upon him back at the prison where the guards and that doctor tested it on him. They did this because they were testing a lot of the inmates and Bane could tolerate it.
The venom is actually supposed to go into his brain via tubes, but that would have involved almost a whole extra movie. In the end the movie had many clashes with the comics but was an awesome movie....this is what Bane is really supposed to receive but after reading the other posts Nolan could've have just rewrote some stuff about pain.