Useful for executable documentation or runbooks, whatever you call the next level above scripts. You check your scripts into source control but how do you invoke the script? Copy and paste the example? Type it by hand every time? There's no need to copy-paste from a README into a terminal when you can "send" it.

not just a shell script. Any code.

I could have a rails console running below in a pane and send rails code directly from the file above.

Works with anything

I find it incredibly useful for iterating on SQL queries. Write a query, send to the database, examine the result, tweak the query a little, go around again.

I just use that feature in IDE...