Scientists have discovered females insects of the genus Neotrogla from Brazilian caves that have an elaborate penis-like organ!
It is the first example of sex-reversed genitalia in an animal. The study appeared in the May 5th issue of Current Biology journal. Read the original article (http://www.cell.com/current-biology/abstract/S0960-9822%2814%2900314-5 DOI: 10.1016/j.cub.2014.03.022) for more details. The story is also covered in BBC News.
Females of Neotrogla species have a highly elaborate, large penis-like structure, termed 'gynosome'. The gynosome is erectile and has numerous spines that fit in the male vagina-like genital chamber. Mating lasts 2-3 days (~40-70 hrs) and during this process females suck out sperm and other, potentially nutritious, fluids from the male genital chamber via the gynosome.