A gag that has a dildo installed in front. This bizarre device features usually in lesbian SM, being used in various ways.
The dildo gag (say it aloud, in your office, on the road, in front of your parson: DILDO GAG) is somewhat of a contradictory device, because gags in BDSM are worn by submissives - yet the dildo part is meant for penetration, which is frequently not usually done by submissives - but rather to submissives.
But the good bit about BDSM is that it is all in your head baby - an inventive practitioner will find ways to use the dildo gag and make all participants happy.
Not to be confused with the chin dildo.
Re NSA's comment: exactly.