For a long time women have been told that sex at the end of pregnancy would help bring on the contractions that signal labor, but will sex bring on labor? It's been used to try and induce labor for as long as women have been pregnant. Until recently everyone believed it.
A study of over 90 women at the end of their pregnancies were asked about their sex lives. More than 50 of the women were still having sexual intercourse at the end of their pregnancies (after the 37th week). According to this study, not only was sex not likely to induce labor but it actually seemed to delay labor for a couple of days. The group that was still having sex had an average gestational age of 39.9 weeks, while the group who was not having sex gave birth on average at 39.3 weeks. This difference is not really relevant to clinical practice, but when you're the pregnant woman - it's a different story.
The study wasn't able to measure the type of sex had by the women. It also did not take into account factors like depth of penetration, multiple orgasms or nipple stimulation.
There were no harmful effects of having sex late in pregnancy found.
Jonathan Schaffir et al. "Sexual intercourse at term does not hasten the onset of labor or result in cervical ripening." Obstet Gynecol 2006 107: 1310-1314.