These are "floral spurs" – they usually contain nectar, and are part of the variety of complex flower shapes that orchids and other flowers, like columbines, have co-evolved with their pollinators.
Essentially, in order for the pollinator to reach the nectar down in the base of the spur, it must move into a position where pollen is deposited onto it; then when it moves to another flower, it can transfer that pollen and the plant is able to reproduce.
Of course, long tongues are good at getting nectar from long-spurred flowers, so there is both species filtering for long-tongued species, and presumably also selective pressure within a species for long-tongued individuals. This, in turn, drives selective pressure on the spurs.
Spurs are a classic example of a "key innovation": they have evolved separately in different types of flowers, and when they evolve, they often lead to rapid speciation (because a small change in spur architecture can constitute a barrier to reproduction). (See, for example, publications of Scott Hodges)
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