According to Wilhelm Reich, a German sexologist from the early to mid 20th century, sexual arousal and orgasm are ruled by two different sections of the Autonomic Nervous System. Arousal is linked to the parasympathetic nervous system and orgasm to the sympathetic. Normally the two systems work against each other, as can be seen in the process of arousal where energy builds before orgasm but is prevented from braking out into the flow that leads to orgasm itself. The sympathetic nervous system, the deepest level of the nervous system, regulates the basic functions of organs and is generally not receptive to conscious influence, meaning that the release of orgasm is one of the few moments where contact with and experience of the sympathetic nervous system can be made in a conscious way. Jung, in his essay "The Archetypes and the Collective Unconscious", links the deeper sections of the nervous system to deeper sections of the self, with universe of the deep unconscious archetypes being associated with the sympathetic nervous system. Through sex and orgasm, then, it should be possible to consciously interact with this deepest level of the self.
*on edit: I notice a lot of people are finding this post. What I want to say is that the picture of the nervous system given here is very simplistic, much simpler than it actually is in real life. I'm not a doctor, or a biologist, and I know that even in Reich's day, meaning the '30s and the '40s, his division of the parasympathetic and sympathetic nervous system into inhibitory and excitatory was regarded as an oversimplification.
*on edit #2: however, despite the simplification in this model I think that it has value.