Thought experiments are "devices of the imagination used to investigate nature." They figure prominently in discussions of the problem of personal identity and other related issues: we imagine the statue and the clay, the individual whose brain hemispheres are transplanted into two different bodies, Locke's Day Man and Night Man and so on.
Lots of the scenarios that figure in philosophical thought experiments aren't, from the scientific point of view, possible. But that is not to say that philosophy is either unscientific or presents a point of view that's at odds with science. Philosophy is simply asking questions of a different sort--questions about what is "logically possible," and about how to understand concepts that figure in our ordinary way of viewing the world.
Thought experiments have also played a role in the sciences. For a discussion, hit the link.