This was worked out mathematically based on such fun things as Einstein's Theory of Relativity, Wave Theory, and a six pack of beer. It was originally believed that this theory was one of those unobservable things that physicists could say they'd absolutely proven when their research money ran out. Recently, however, it was theorized that perhaps this effect is observed every day. Everyone knows that it is highly improbable, if not impossible, to get the same number of socks out of a dryer as were put in. This problem was basically ignored by the physics world, as they believed that the dryers simply ate the missing socks.
Recent evidence suggests, though, that Tunneling is actually to blame.
Why Tunneling occurs so often with socks has not yet been explained. Initial data, however, suggests that it is most likely due to the unique static to mass ratio of the socks. This has stimulated physicists into a frenzy of activity. Amongst the many implications of this was an idea, suggested by an undergraduate student at Michigan Technological University but immediately credited to his physics professor, that this tunneling could somehow be harnessed. Engineers and physicists at MTU are currently working on a vehicle to utilize this phenomenon.