I saw this documentary where a few women who never had an orgasm were given a surgical procedure that placed a stimulating electrode in their lower spine. (it looked similar to an epidural).
The women could control the current with a remote type thing. The doctor theorized that certain nerves needed for orgasm were located in the lower spinal cord.
It worked magic on most of the group, with one or two exceptions.
While some women were depressed to have it removed at the end of the study, many felt relieved that it wasn't something wrong in their brain, and were glad to know what it felt like.