What is that cylinder on cables?
Take a look here for a very good explanation: http://computer.howstuffworks.com/question352.
They're ferrite beads used as an anti-EMI and anti-RFI measure (chokes):
Another source of noise is the cables connecting the devices. These cables act as nice, long antennae for the signals they carry. They broadcast the signals quite efficiently. The signals they broadcast can interfere with radios and TVs. The cables can also receive signals and transmit them into the case, where they cause problems. A ferrite bead has the property of eliminating the broadcast signals. Essentially, it "chokes" the RFI transmission at that point on the cable -- this is why you find the beads at the ends of the cables. Instead of traveling down the cable and transmitting, the RFI signals turn into heat in the bead.
As others have pointed out this is a ferrite core used to reduce the electromagnetic interference produced by the cable.
The European Union updated the EMC (electromagnetic compatibility) directive in 2004:
The purpose of electromagnetic compatibility (EMC) is to keep [electromagnetic interference] under reasonable control. EMC designates all the existing and future techniques and technologies for reducing disturbance and enhancing immunity.
To market an electronics product in the EU you have to comply with the EMC directive. I'm not an electrical engineer, but I would assume that slapping ferrite cores on your cables will help you comply with the directive using a "better safe than sorry" approach. Years back when these ferrite cores started appearing they were often delivered separately and you would have to fit them on the cables yourself as instructed. This was a strong indication to me that the ferrite cores was a market specific thing.
Perhaps Apple has done a proper EMC analysis and determined that the their equipment is in compliance even without ferrite cores? Or maybe you only get cables without the ferrite core for markets outside the EU?
Late addition - Wikipedia link on Ferrite Beads
Its a ferrite core, basically it reduces/filters out interference on the cable.