A study in which all the participants are given a treatment and simply followed for a period of time to see if they improve, with no comparison against another group (control group) that is either taking another treatment or no treatment at all. The results of such studies can't be taken as evidence that a treatment works. Due to the placebo effect, one can be sure from the outset that most participants will improve; it is impossible to tell how much (if any) of this improvement is due to the effect of the treatment itself.
Uncontrolled studies can be quite useful, however, to find out whether a treatment causes any severe side effects.
Only a double-blind controlled study can give information on effectiveness.