What are fuses used for?


I have, I’m sure to many, a very dumb question. I keep reading about fuses.  I have a fairly sophisticated system and have never come across the need for a fuse.
Can someone tell me where these fuses go and what they’re used for?
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I tested some "premium" fuses a while back after disputing the insane hyperbole attached to them by a few shameless salespeople...I figured it would be interesting and I had access to a pile of 'em...I found them to be absolutely useless relative to SQ, and some were actually rated improperly and blew in a power amp. 
OK, Wolfie, I’ll give you that - they didn’t work for you. So it’s what, you against 40,000? The smart money is on the 40,000, not some pro audio layabout. 
Why the put downs? If he heard nothing so what. It is his money and his experience. If you heard a huge improvement then good for you. Leave it there. 
Whoa! What? Why the put downs? Hey, phillyb, no offense but I’m afraid you’re not following. Wolfie is claiming everyone who hears the fuse is crazy. And he’s the only sane one because he can’t hear the fuse. Capish? If that ain’t a freakin Catch 22 I don’t know what is!
After trying a few different brands of fuses I heard amazing differences between them all. I thought people would like to hear what I experienced, then I read the thread on fuses and realized I was wrong.