#1. The unborn do it. The Journal of Ultrasound in Medicine wrote an article titled "Observations of In Utero Masturbation" depicting the above image from a real live ultrasound.
#2. You don't need genitals. Many can achieve orgasm without needing to use their genitals. Stroking eyebrows, the kneegasm, even thinking yourself to orgasm. One woman was studied for having orgasms whenever she brushed her teeth. Bet she had great dental hygene eh? Actually no. She believed she was possessed by demons, and thus switched to mouthwash for all oral care.
#3. Dead people can do it. beating heart cadavers (who are brain dead, legally dead) can have an orgasm if the sacral nerve root (right above ass in prime tramp stamp territory) is stimulated to trigger an orgasm reflex. Although it wouldn't be much fun... for the dead person.
#4. Orgasm can cause bad breath. One hour after sexual intercourse a woman's breath may have a slight seminal odor. This was discovered by 1930s marriage manual author Theodore Van de Velde. In his book discussing ideal marriage (very heterosexual) he claimed to be able to differentiate the smell of a young man's semen, characterized as having a "fresh exhilarating smell" and that of a mature man, which was "remarkably like that of the flowers of the Spanish chestnut, sometimes quite freshly floral, and sometimes extremely pungent." That's not gay at all.
#5. It cures hiccups. In 1999 in Israel a man with constant non-stop hiccups for days found himself cured after having sex with his wife. It is still speculated (by me) that his wife was magic.
#6. Doctors prescribed it for fertility. In the early 1900s gynecologists believed orgasm contractions sucked semen up through the cervix. This was called the Up Suck Theory. Marriage manual author and Semen Sniffer, Theodore Van de Velde, had a line in his book agreeing with the theory.
Masters and Johnson were Up Suck skeptics (which is also really fun to say) and in 1950s brought 5 woman into the lab and (this is the part where you predict my next words will be "had sex with them") outfitted them with cervical caps containing artificial semen. The women masturbated in front of an X-ray to see if The White Stuff got sucked up during orgasm. Turns out it didn't. In case you're wondering how you make artificial semen (and I know you are), flour and water or corn starch and water.
PROTIP: Another way orgasm might boost fertility. Sperm that sit around in the body for a week or more start to develop abnormalities that make them less effective. British sexologist Roy Levin has speculated that this is why men evolved to be such enthusiastic and frequent masturbators. If you keep beating the puddi you get fresh sperm being made. So now you have an evolutionary excuse.
#7. Pig farmers still do. In Denmark the Danish National Committee for Pig Production finds that if you sexual stimulate a pig while you artificially inseminate her you will see a 6% increase in number of piglets produced.
#8. Female animals are having more fun than you think. Most animals don't register pain or pleasure on their faces. Primates do however. The above image is the O Face of the Stump-tailed Macaque. This has been observed in females, but only when mounting another female. And they say homosexuality isn't natural...
#9. Studying human orgasm in a lab is not easy. Masters and Johnson wanted to figure out the entire human sexual response cycle from arousal all the way through orgasm in men and women. For women a lot of this activity happens inside the honey cave. So they had to developed an artificial coition machine, aka, a penis camera on a motor.
#10. But it sure is entertaining. In the 1940s Alfred Kinsey wanted to test the theory that the force of the ejaculation was a determining factor in fertility. 300 men, a measuring tape, and a movie camera (sounds like the tagline to the best movie ever.) In 3/4th of the men the baby batter just sloshed out. The World Heavyweight Champion of Ejaculation was the record holder who shot Thy Unmerciful Load 8 feet. Sadly, the Clotted Cream Catapulter was anonymous.