Dynamically-scoped variables (more precisely: variables with global scope and dynamic extent) are one such wonderful thing. In languages which offer those, one might use one in a function to hold a state which isn't related to the primary task of that function, e.g. a stream reference to send debug information to. Sure, one could give that to the function as one of the arguments, but doing so will make the interface eventually unwieldy and carrying such state from function to function becomes a hassle. Alternatively, one could keep such state as class variable, but if it isn't directly related to the or a single class, that wouldn't be easily comprehend-able design either. Keeping such state in a plain global variable (with indefinite extent) restricts it to being a single value for all consumers.

There's always more than one way to solve a technical problem, but dynamically scoped variables are sometimes the easiest, most straight-forward and most flexible way to do so.