Why does the shower curtain move toward the water? David Schmidt, an assistant professor at the University of Massachusetts Amherst, came up with an explanation.

SHOWER SIMULATION shows how a vortex forms, creating a pressure drop and sucking the curtain toward the water (David Schmidt)

David says:

Maybe it happened to you this morning: you entered the shower and the curtain moved in to engulf you. I have recently discovered a new explanation for this common phenomenon, thanks to modern fluid-simulation technology.

According to David, a low-pressure region –created as a result of a spray driven vortex— is what pulls the shower curtain in.

The best way to keep the curtain from sucking in is to sew weights in the bottom or use a thicker/heavier curtain (because the force is pretty weak it will hold the curtain in place).

Link via Kottke