You might want to head on over to Wikipedia and check out the entry on
Method Acting. This is a common practice for actors. As Charlatan already pointed out, actors sometimes use sad things in their own lives as real life inspiration to cause their character to cry, and this practice extends to all other emotions as well.
Is using a vibrator to assist in giving your character an authentic orgasm acting? Definitely. That said, The Method is often used in a way which goes beyond what's necessary. Dustin Hoffman, who was a student of Lee Strasberg, seems to agree. He has said that The Method is a *tool* but should not necessarily be acting in and of itself. In other words, drawing on past experiences - be they sad, angry, jubilant, or something else - to more easily recreate the emotion for your character is a good thing. But one shouldn't generally need to re-create that feeling within themselves. Or, to put it slightly differently, The Method isn't necessarily about BEING sad when your character is sad, just about knowing what such sadness is.