If you sit in the bath for more than 10 minutes or so, you'll notice that your fingers get wrinkled like a prune. People thought for a while that this was a local response to the wet conditions, but it turns out the wrinkling is an active, neurally controlled process. In 1936 two scientists observed a boy who had suffered some temporary damage to the median nerve; he lost feeling in his thumb, index and middle finger and, surprisingly, those fingers didn't wrinkle in the wet. There's a great post on this case and some more recent work here.
Things that are under active control are usually functional; that is, they're usually doing something useful. In 2011, Mark Changizi and colleagues published a speculative piece in which they suggested that our fingers do not wrinkle randomly. Instead, they noted that the form of the wrinkles match efficient drainage networks, and suggested that perhaps the wrinkles act like rain tread to help water drain away from our fingertips when we grip things.
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