Or maybe you need a recovery disk for older Macs that don't support the Internet Recovery feature. For instance, if you find yourself doing multiple installs, a USB drive may be faster than multiple downloads (especially if you use a USB 3.0 drive). Things have proceeded remarkably smoothly since version 10.7 switched to download-only installers, but there are still good reasons to want an old, reliable USB stick. It was 2009 when Apple last released a new operating system on physical media.
Further Reading OS X 10.11 El Capitan: The Ars Technica Review
