The most obvious, practical example is:
<fieldset>
<legend>Colour</legend>
<input type="radio" name="colour" value="red" id="colour_red">
<label for="colour_red">Red</label>
<input type="radio" name="colour" value="green" id="colour_green">
<label for="colour_green">Green</label>
<input type="radio" name="colour" value="blue" id="colour_blue">
<label for="colour_blue">Blue</label>
</fieldset>This allows each radio button to be labeled while also providing a label for the group as a whole. This is especially important where assistive technology (such as a screen reader) is being used where the association of the controls and their legend cannot be implied by visual presentation.