Incredibly tiny in size, splinters can be frustratingly difficult to remove from your skin. If large and not completely embedded, a splinter can usually be extracted using tweezers, tape, or glue, but if it's small and in there pretty good, you'll have to get more creative.
One of the more interesting ways I've seen is using hot water and a glass or plastic bottle, and it's a home remedy that's been around for a long time.
According to a roughly 100-year-old ad from Gallaher's Cigarettes, which was a part of their "How-To" series of collectible stiffening cards for cigarette packages from the 1910s, all you need to do is:
"Fill a wide mouthed bottle with hot water nearly to the brim, and press affected part of hand tightly against mouth of bottle. The suction will pull down the flesh, and steam will soon draw out the splinter."
Though it might sound too odd to work, this suction method does two things: the hot water steams open the skin's pores, and the bottle creates a vacuum with which to suck the offending splinter out.
When you apply very hot water to an area that is lower in temperature, the bottle itself creates a vacuum as the water cools. As the temperature of the liquid drops, and the skin remains at a newly raised temperature, making it easier to quickly pull upon something like a splinter.
If the splinter isn't embedded all of the way, using matches in the bottle instead of water could also work, which is similar to how some cupping therapy methods are used to help treat pain, muscle knots, swelling, etc. And if it can suck an egg down into a bottle, it could probably suck a splinter out of your skin, too. Just be careful: don't keep the bottle on for too long.
Of course, these will only work in an area with a large enough section to completely close off the lid of the bottle, so a splinter in your finger might require a different method—unless you have a really small bottle.