In a long sentence, sometimes you need it. I'm a comma-nazi but honestly, sometimes you put them there because they're necessary and not because the grammar books say to do it.
Oh, and I guess I should cover the other main use:
Because I was hungry, I ate a sandwich (between the dependent clause and independent clause where the dependent comes first)
but not
I ate a sandwich because I was hungry (because the independent came first)
and not
I ate a sandwich during the movie
but you would say
During the movie, I ate a sandwich.