Windows Notifications
We use it here to talk between a main application and a sync application. When we start a sync, we launch the sync application which itself sends sync started notification and sync done notification. This way main application can show that in the GUI.
Also you can this on Windows to help with the two instances problem. If user has your application running and double clicks it again, Windows starts a second instance of your application. So your second instance could detect first instance with a mutex and send notification to first instance telling it to come to front.
Third this notifications are great for having an app for system tray menu and sending commands to a main application. So selecting preferences in a menu on the system tray would send notification to main application to show preferences window.
For Mac OS X you can use the NSNotificationMBS class for similar functionality.