Bain-marie
Heating (or cooling) au bain-marie does so indirectly, often by placing one pan in a larger pan of water nearer the target temperature.
For example, melting chocolate using direct flames on a pan is likely to burn it. This is less likely with a bain-marie, mostly because the heat is added much more slowly, and thereby evenly.
It can also be used as a temperature buffer/limiter: when you hit the boiling point of water, the water in the outer pan will boil off, and the temperature of the inner pan (either, really) won't raise further. (This is of course true for the water itself too, so if you're boiling, the inner pan would be is unnecessary).
You can also rely on condensation. For example, put a plate of warm food on top of a pan with some water and the condensing steam will heat the bottom of the plate.
Also sometimes to used to cool things down, such as soup that was boiling, so that it can be eaten somewhat sooner.