From the Art of Manliness:
TAMPON Survival Use #4: Crude Survival Straw Filter
Yes, I have a tampon in my mouth — don’t laugh! As a last ditch water filter, you can make an improvised Survival Straw from the plastic housing and cotton from a tampon. As you can see in the photos below, just tear off a bit of the cotton and stuff it into the plastic housing. I find it better to leave a little bit sticking out to make the housing pieces wedge tightly together.
Again, this filter will not PURIFY your water by removing biological, chemical, or heavy metal threats, but it will filter out sediments and particulates. This would be a last ditch effort if no methods of water purification were available.
See the other 9 uses here: link.