Physical engagement with data necessarily influences the reflective process. However, the role of interactivity and narration are often overlooked when designing and analyzing personal data physicalizations. We introduce Narrative Physicalizations, everyday objects modified to support nuanced self-reflection through embodied engagement with personal data. Narrative physicalizations borrow from narrative visualizations, storytelling with graphs, and engagement with mundane artifacts from data-objects. Our research uses a participatory approach to research-through-design and includes two interdependent studies. In the first, personalized data physicalizations are developed for three individuals. In the second, we conduct a parallel autobiographical exploration of what constitutes personal data when using a Fitbit. Our work expands the landscape of data physicalization by introducing narrative physicalizations. It suggests an experience-centric view on data physicalization where people engage physically with their data in playful ways, making their body an active agent during the reflective process.