Your five-year-old knows when it comes to building sand castles at the beach, wet sand is much better than dry. If you fill your bucket with dry sand and turn it over, you're likely to end up with a tumbled ruin, not a proud tower or turret. Any junior civil engineer will tell you to use damp sand from the water's edge to construct proper parapets.
Fortunately for beach-goers everywhere, a group of physicists at Notre Dame tackled this sticky problem. They discovered that wet sand sticks together for exactly the same reason water beads up on wax paper: a phenomenon called surface tension.
When water is poured on wax paper, the water molecules are not attracted to the wax paper, but they are strongly attracted to each other. A bead of water on wax paper is essentially a bunch of water molecules sticking to each other. Surface tension holds the bead together like glue.
How does this relate to sand castles? The physicists at Notre Dame, using tiny plastic spheres instead of sand, found the same thing happening. If you add just enough water to the sand, the water sticks to each grain of sand, and forms what the scientists call "interstitial liquid bridges" between each grain. Like the beads of water on wax paper, these liquid bridges are held together by surface tension, and that's what holds the water, and the sand, in place.
If it weren't for surface tension, sand castle building wouldn't be nearly as much fun!