The idea of liquid injection comes from war planes during World War II. Fighter planes would inject a water, or water and alcohol mixture, into the combustion chambers of their engines in order to cool the air their turbochargers were warming. In addition to the turbochargers heating the air, the sheer altitude of the planes meant that the air going into the engine was less dense than air near the ground and therefore there wasn't as much of it to cool the engines.
So the pilots would temporarily send water, or water and alcohol, to the combustion chamber to cool the air down and create more power to the engine. Since then, some auto manufacturers have tried to use the same idea in vehicles, but with no proven results. Kits that you can buy don't inject water directly into the combustion chamber but rather send it to the fuel and air intake system. A few writers from Popular Mechanics installed a system into one of their trucks with less than stellar results. Their water injection system used the intake manifold to pull water from a bottle into the manifold.
They found that that the truck not only had a decrease in power when the water injection system was installed, but they also saw a decrease in fuel economy by 20 percent. Not exactly the results you want when you're trying to save money. The EPA had better results with a liquid injection system they tested, but not enough to significantly increase fuel economy. They found only one liquid injection system that improved the gas mileage by a "very small" amount.
If the last couple of ideas sounded a little far-fetched, go on to the next page to hear some more ideas that might have you scratching your head.