Yep, they still exist! If you bought one of those twist/braiding machines in the late 90's-early 00's and it came with a pack of little clip-in pony beads, you know what we're talkin' about ;)
Clip-in plastic hair beads are a little bit bigger than standard pony beads and have teeth inside for a nice, strong grip. They're best suited to be used on dreads, braids, and twists, but the teeth will also help them stay in loose chunks of hair if you're careful.