Something such as a "filler" episode in a series that gives you backround information on the characters and how they ended up in the predicament they are in. It does not advance the plot at all, but it's critical to understanding the way things are in the fictional series.

I'm going to use an episode from the big bang theory as an example, not because I think it's a good show (it's terrible), but because it's a good example of this. The episode where Leonard explains how Sheldon ended up as his roommate, and saved his and his friends lives by throwing poorly mixed explosive rocket fuel down the elevator shaft did nothing to advance the plot of the show. But it's vitally important in understanding the context of their friendship and why they put up with each other. Without that background information, all you see is two awkward nerds living together.

Then there's also the fact that sometimes things should just be fun. There are many fight scenes throughout movies that do little to advance the plot. No one loses or wins the fight, there's no significant impact. But it's just about looking cool on screen and being entertaining. If every fight scene was a life or death scenario, the audience would burn out really quickly.