This is a good example of cursor usage
http://www.mssqltips.com/tip.asp?tip=1599[
^]
I generally use them for 'out of hours' or admin based task where the unit of work (e.g. in the above example, a database BACKUP) is very large.
A cursor provides 'row-by-row operations' for your result set, however - there are usually other ways to accomplish the desired functionality - often with much better performance.
Some good info here as well
http://www.sql-server-performance.com/tips/cursors_p1.aspx[
^]