I discussed this issue with some Muslim doctors. It is reported to me that some active women who move a lot use tampons. They protect them during their menses from accidents in bleeding. They are much better for such women than the sanitary pads. However, doctors recommend that they should not be kept for too long inside as they may collect bacteria.
Some women also report toxic shock syndrome from the use of tampons.
There is nothing wrong in their use from Islamic point of view. However, I suggest that one should consult one's physician for a better advice. It is better for young unmarried girls not to use tampons, because they do rupture the hymen.