Urinary incontinence is a common problem for women. A trial of conservative treatment is frequently suggested before considering other treatment options. One method involves the use of vaginal weights for retraining the pelvic floor muscle. This review examines articles and abstracts on vaginal weights published in English or with abstracts in English between 1985 and 1997. It concludes that, despite some practical and theoretic concerns, there is adequate clinical evidence to support the use of weights in selected populations. Weights may be an effective training aid for women with mild to moderate stress incontinence, particularly in the absence of severe pelvic organ prolapse. They also may be useful for pelvic floor strengthening during the immediate postpartum period, as a behavioral program for continence maintenance, and for self-management programs. Suggestions for further research to refine treatment parameters and client selection are also presented.