Usually sold in glass capsules. I vaguely recalled that some people used this stuff for sex - so I did a google search for effects of "amyl nitrate" in sex and came up with:
The social uses of the nitrites involve dancing and sexuality. In discos (especially gay discos) patrons sniff nitrites on the dance floor, enjoying the combined high of rhythm, lights, drugs and social-sexual excitement.
In explicitly sexual settings, nitrite usage can be divided into two areas: foreplay (that dreadful, cheerless term for one of earth's chief delights) and penetration-orgasm. In foreplay, the nitrites have a disinhibiting effect, enabling the user to experience total skin-surface sensuality. Nitrites are reported by many women to be useful for a chief female sexual dysfunction -- distraction -- in which peripheral thoughts of unfinished business, child care, body self-consciousness and day-to-day domestic annoyances block the abandonment to sensation, vital for a full sexual experience. Of course, no chemical can substitute for trust, intimacy and respect, but in otherwise positive situations, nitrites may facilitate the process of "letting go." A sensation of timelessness mixed with immersion in the immediate moment is described by many users.
Penetration may be facilitated by enhanced perception of both being filled and being grasped; anal penetration becomes easier, probably from a combination of muscular relaxation and decreased pain perception. When inhaled shortly before orgasm, the user may experience a sense of exhilaration and acceleration, a freeing of inhibition of movement and vocalization, and perception of orgasm as prolonged, intense and exalted. The mind's eye may be filled with rapidly changing patterns of color and shape, often containing symbolic representations of the sexual moment.
You should not be taking amyl nitrite together with the drug sildenafil, otherwise known as Viagra. The combination could potentially seriously drop your blood pressure too far too fast - resulting in syncope (fainting), feeling unwell and, in the worst case scenario, death.
Medically, amyl nitrite is used to treat angina. It does so in much the same way other nitrates do. Nitrates, absorbed through the skin (transdermal), sub-lingually or otherwise, cause vasodilatation or dilation of the blood vessels. In angina, the heart is not receiving enough blood because of one or more blocked arteries. Dilating these arteries allows the heart to receive more blood.
source: http://nepenthes.lycaeum.org/Drugs/Misc/volnitr.html