We've all found useful information on the web. Occassionally, its even necessary to retrieve that information in an automated fashion. It could be just for your own amusement, possibly a new web service that hasn't yet published an API, or even a critical business partner who only exposes a web based interface to you.
Of course, screen scraping web pages is not the optimal solution to any problem, and I highly advise you to look into APIs or formal web services that will provide a more consistent and intentional programming interface. Potential problems could arise for a number of reasons.