We argue that the light particles in string theory obey an effective quantum mechanics modified by the inclusion of a quantum-gravitational friction term, induced by unavoidable couplings to unobserved massive string states in the space-time foam. This term is related to the $W$-symmetries that couple light particles to massive solitonic string states in black hole backgrounds, and has a formal similarity to simple models of environmental quantum friction. It increases apparent entropy, and may induce the wave functions of macroscopic systems to collapse.