Inter-Uterine Devices (IUDs) are the world's most popular form of reversable contraception. Interestingly, the non-hormonal IUD used in the US is essentially just a T-shaped piece of plastic with a copper wire wrapped around it. Strings extend from the uterus into the vaginal cavity.
IUDs work because the presence of a foriegn object in the uterus prompts the endometrium to produce compounds hostile to sperm and egg alike. The devices have strings so that the wearer (if indeed that is the proper term) can determine that it still remains properly emplaced, and to aid in the IUD's eventual removal. Apparently these strings may be noticeable during sexual intercourse which, I would think, would be a little odd.