H2O (water) is a polar molecule, meaning that the valence electrons of each atom are shared unequally, pulled closer to the larger Oxygen atom (which has a higher mass number) than the two smaller Hydrogen atoms. Because of this, H2O can carry a slight charge, where many other molecules (such as H2) can't. If electricity comes into contact with water, the water will carry the electrical current as if it were a copper wire. If you happen to be bathing in that water whilst an electrical current is running through it, you would be electrocuted.