One of my friends referred me to this BBC podcast. If I’m summarising correctly, they work for DOMS etc but not quite as much as you might think and its expensive for what you get. My self since I’ve got mine a few days ago, its really too early to say, my overall legs feel a bit worked but I’ve had no DOMs so I’m happy I hope I continue to be 
So we know they work… or think they do. Can anyone explain the science of WHY they do?
The podcast I linked to explains how they work pre and post exercise. I think they say there scientific evidence says localised vibration attracts blood to an area and gets it flowing,
When I’ve had tired legs pre rode, I’ve used mine to wake them up and I do think it gets them going a bit.
With that said. I bought mine from Alibaba and it took 3 weeks to arrive. Was £40 and was fully labelled as a hypervolt.
You should try one of those, i have the pro one, it is as bit as good as the theragun just cheaper, 3 gears, 5 attachments, roatating arm, and very strong built. it is just slightly on the heavy side comparing to the thera guns.
Given this old thread has been brought up again; TR has since done some good stuff on Massage Guns and they can be useful. IIRC they were saying massage does improve stuff but the largest benefit is the placebo effect. Although they can make things worse if not used right 
Do Massage Guns Work, Fainting, Peaking, and More – Ask a Cycling Coach 393 - YouTube
Massage Guns for Endurance Athletes: More Than Placebo? | Cycling Science Explained - YouTube
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Man I’ve been having some calve tightness and was told it’s Achilles tendinitis. Made the mistake of hitting my Achilles with it. Wasn’t great. I always wondered if it actually did anything,myself. I can’t say other than it feeling nice that I’ve noticed much