Truly random numbers are hard to find, as patterns tend to abound everywhere. This is problematic, because there are times when a completely random string of digits is necessary: whether you are choosing the winner of a raffle or generating the one-time pad that secures the line from the White House to the Kremlin.
Using random radio crackle, random.org promises to deliver random data in a number of convenient formats (though one should be naturally skeptical about the security of such services). Another page, by Jon Callas, provides further information on why random numbers are both necessary and surprisingly tricky to get.
This comic amusingly highlights another aspect of the issue.