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Capillarity is a general tendency of a liquid that causes it to rise or fall in a capillary tube, or in an absorbent material of some sort, usually in opposition to external forces, such as gravity. This effect occurs due to the intermolecular forces between the liquid and its surrounding areas. Given a small enough diameter, the surface tension of the liquid combined with the adhesive forces between the two surfaces will allow the liquid to be lifted.
One common, but interesting, experiment would be to fill two bowls with water, one bowl being larger than the other. The water level must be less in the smaller bowl. Take some thread, or string of some sort and insert one end of the string into the smaller bowl. Then insert the other end of the thread into the other bowl. Due to the capillary tendency of the water, the water will, interestingly enough, rise from a lower point to a higher point.