Many people wear lycra shorts and underwear to provide support - either when they are recovering from an injury, or else to help reduce the risk of injury.
The idea is that the compression of the lycra shorts and underwear helps to provide warmth and support. These are often used for treatment and prevention of groin, thigh and hamstring injuries.
Proponents of lycra shorts and underwear maintain that the compression can provide physical support and reassurance, while the heat helps to retain muscle temperature, making soft tissues more 'stretchy' and less prone to injury.
An alternative type of product are the various hernia support belts. These can provide relief from reducible inguinal hernias by applying constant, comfortable and adjustable pressure to the hernia.
They typically have shaped foam pads to provide gradual pressure and support to the weakened muscles, with compression focused on the area of the hernia.