You know how, in tennis, many players grunt or shout loudly as they hit the ball? People believe it gives the player an advantage. A couple of researchers have tested this and found that yes, it does give an advantage to the player.
They made a set of videos of a tennis player hitting a ball towards either side of the court. They showed them to research subjects, and asked them to decide as quickly as possible which direction the ball would go. Sometimes they played a brief noise just as the ball was hit on video, sometimes not. The results are clear: the subjects were slower to react and were wrong more often when the noise was played than when it was not. The difference was not large, but in professional sports very small advantages can make a real difference to the game.
Why would the noise make a difference? A common belief is that the noise blocks the sound of the racket hitting the ball. The racket sound would otherwise help the opposing player determine when and where the ball would arrive. Of course, most grunts really aren't loud enough to completely mask the ball-hitting sound, so a related idea is that the grunt diverts attention from the racket sound at the crucial moment.
They also tested the idea that the sound is actually diverting visual attention from the racket and ball. The grunt comes from a different place after all, and sound can certainly grab visual attention (pop a balloon behind somebody to see for yourself). They measured the eye movements of the subjects to see if the noise made any difference. But the eye movements didn't change, with or without the noise, so the sound wasn't grabbing visual attention away from the ball.
Grunts do seem to help tennis players, then, by distracting the opponent. Of course, it's possible grunting could also help the player directly, to help them focus and time their shot. People tend to grunt or scream in many sports, and we don't know if or how that helps them in those cases. The effectiveness of grunting during bathroom visits likewise remains an open question.