http://www.straightdope.com/columns/read/1369/why-does-the-shower-curtain-blow-in-despite-the-water-pushing-it-out-revisited
Sorry, I’ll always be a convert to the chimney theory, and here’s why: If the curtain blow-in had anything at all to do with the velocity of the shower stream, it would be constant. But the shower curtain only blows in onto your legs until the bathroom warms up. As soon as the whole bathroom is full of warmed air the curtain stops flying inwards and lays still. Doubt me? Test it for yourself. Obviously, if you have a really good bathroom fan this will never happen, so be sure to turn it off.
–Geedavey
Perhaps that’s because, once the room is full of moist steam, the shower curtain is sodden and less likely to be moved by the “vortex”? Try it with a simple plastic shower curtain and a more expensive dual cloth/plastic shower curtain which can get more damp and let us know what sort of difference there is (if any).
I can’t try it. My shower curtain never does anything.
I tried taping plastic bags to fill the gap between the top end of the shower curtain and the ceiling as well as both the sides. The effect immediately vanished.
(Edit: PS: Whatever the cause of this - and it’s probably a combination of several details - the final effect should be named “creepy cling.”)