Do you mean the black plastic air fences? They were a standard part of the Turbo Z body package, although it seems a lot of customers didn't like them and had their dealerships leave them off. I'm assuming they weren't installed until the cars reached the dealerships, because they sat low enough that I could see a lot of issues with loading/unloading on the transport trucks. Mine would often scrape on even minor speed bumps.
The third part of the package was a very low front airdam which mounted under the radiator support. Very few of these survived due to the ridiculously low ground clearance.
Here's a pic I found on Google that shows them well:
http://www.flickr.com/photos/chris2f...n/photostream/
Man, this thread is making me want to track down another '86 Z.