Water has a high surface tension. Think of this as water molecules being so attracted to themselves that they minimize the surface area at any water/air interface. This is why water forms into beads or droplets. If you add a little bit of water to your finger and apply it to a plastic grocery bag or book page, when you pull away the top layer of the bag or book page will move with your finger. Separating from your wet finger would require that the water/air surface area increases against the surface tension force which is trying to minimise the area.
If there is enough water to produce a thin film between two sliding surfaces lubrication will occur. Some good examples of this are bearings, air hockey tables, or walking on wet brick. You would only notice this briefly while walking, but the thin layer of water would cause you to slip before your shoes contact the ground.
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