Some time ago, it was thought that modern people came from Cro-Magnons, and Neanderthals became extinct. But after the Neanderthal genome project, we found that modern people have from 1% to 4% of Neanderthal DNA.
This lead to the idea that Neanderthals kept Cro-Magnons as sex-slaves:
For example, the self-proclaimed expert on an old thread:
The interbreeding that took place was an exclusively male Neanderthal-female "modern" exchange.
Therefore, there was a master-slave relationship between Neanderthals and "modern" sapiens, with Neanderthals as master, and the "modern" hybrid Cro-Magnon as slave. Leading genetic and archaeological experts agree that male-exclusive interbreeding is usually the result of violence.
The site for the QI TV trivia show drew a similar conclusion:
In 2011, a German team concluded that between 1% and 4% of the genome of all non-African populations today is derived from Neanderthals. This story led to speculation that early Human males may have kept Neanderthal women as sex-slaves, but seeing that the Neanderthals were so much stronger than Humans, it seems to us just as likely that it was the other way around.
Similar ideas pop up in comments on threads of various scientific blogs, showing it is notable: example, example
Does the idea of a sex-slave relationship between the species (in either direction) have scientific support?