Well @cowpuc you are right, a diode is like a check valve for electricity, allowing current to flow in one direction only. As Bongo mentioned brake and turn signals are a popular place for diodes. I have them in the lights that I put into the reflector on the trunk of my bike. I have that reflector wired to be turn signals, brake light and running light. Since it uses the same LED bulb for both brake and running, so you would use 2 diodes, one in the line from the brake and one in the line for the running light. If you were to hook both lines to the same bulb without the diodes, the running lights power would back feed into the brake circuit keeping the whole brake light circuit energized at all times. The diodes prevent this. The Diodes are used any time you need to combine 2 or more circuits but you do not want the circuits to back feed into each other.
There are other places they come in handy also. Especially if you try to retrofit cheap LED bulbs into the turn signals.