Quite often in the past I have noticed that after turning on a shower, the curtain will billow in toward me – infuriatingly. I thought about it and figured that the hot water was heating the air in the shower and causing it to rise. This in turn would create a low pressure causing cool air from outside the shower to blow inwards.

However, this theory fails because the curtain blows in on a cold shower too… So I looked it up and it turns out this is a well known problem. A scientist (David Schmidt of University of Massachusetts) who specialises in fluid dynamics built a computer model of the problem which produced the results seen above.

Basically, the water flow is causing a vortex in the shower which lowers the air pressure and drags in the curtain. The effect isn’t very strong so it is easy overcome by heavier shower curtains.

Wikipedia on the effect
Detailed explanation