When used to cast a spell, they turn into random objects or start to beat the user around the head and neck.
Trick Wands are joke objects that were created by Fred and George Weasley and sold in their shop, Weasleys' Wizard Wheezes. These wands appear normal in every way, but when used to cast a spell, they turn into random objects (e.g. rubber chickens). A more expensive version beats the user around the head and neck.
Mrs. Weasley got very frustrated when she picked a stray one of these up even though she'd banned them from the house. According to Ludo Bagman, he found these very amusing and offered to pay five Galleons for one at the Quidditch World Cup.
Just before Professor McGonagall announced the Yule Ball, Harry Potter and Ron Weasley were having a sword fight with a couple of these in Transfiguration class. Ron's had turned into a tin parrot, with Harry's becoming a rubber haddock.