When Dolores Umbridge is carried off by the centaurs in the Order of the Phoenix and returns later, the reader is left with the task of piecing together what exactly happened while she was out there.
Whatever it was, she was clearly very shaken by the ordeal.
Cracked.com suggests some sort of sexual misconduct happened on the part of the centaurs:
Neither of them make an effort to save Umbridge. Potter gets in a witty, James Bond-esque quip as she's being dragged away, and Hermione seems satisfied that mass horse rape is a fitting punishment. We like to think that on the way back to school, Harry asked "So what do you suppose those centaurs are going to do to the professor?" and that Hermione casually described to him how Umbridge would almost certainly be brutally violated by equinely endowed inter-species rapists. And that was the day Harry learned that you do not mess with Hermione Granger.
While Cracked, at the very least, makes its living off of being purposefully incendiary, there are multiple references in mythology of this sexually deviant behavior in centaurs.
What might have happened to her? Has J.K. Rowling discussed this "off-screen" moment in the series?