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[Davio]

When would you not discard the Estate for $4 with Baron and gain an Estate instead?

Remember: If you discard, you can still buy 2 Estates for the $4 (and Baron's +Buy) if you want to.

I'm not talking about playing the action, because there are lots of reasons to play a "useless" action, I'm strictly speaking about discarding vs. gaining the Estate. No unnecessary Possession shenanigans either.

Maybe something with Trade Route?

[philosophyguy]

Silk Road might make that situation occur easily. If you have a lot of Silk Roads and need to pump up the number of green cards in your deck, gaining the Estate might be very valuable.

[jsh357]

Hm... Maybe if you end up with a hand of Baron/Estate/Tactician somehow and want to play the Tactician after the baron?  Or maybe if Estates are Embargoed

Also, Ridiculous scenario: You have Baron, Estate, Contraband, Silver, Gold in a Gardens game.  You want to buy a Province and two Coppers to get up to X cards since Gardens are out anyway.  You might opt to play the Baron first to trick your opponent in to thinking you can't afford a Province.  I don't know, that's stupid, but it's one reason I guess.

[Davio]

Silk Road might make that situation occur easily. If you have a lot of Silk Roads and need to pump up the number of green cards in your deck, gaining the Estate might be very valuable.

Instead of discarding and getting 2 Estates?

I'm talking about the situation where you have both Baron and Estate in your hand, yet you decide not to discard for $4.

[timchen]

Simply put, when you needed the +buy and the estate, but not the $4.

For the simplest example, if you have money in hand already but no extra buy, not discarding can get u 3 estates instead of two.

[philosophyguy]

Instead of discarding and getting 2 Estates?

I'm talking about the situation where you have both Baron and Estate in your hand, yet you decide not to discard for $4.

Yes, I'm with you. If you don't discard, you still get the +Buy but also gain an Estate. So, if you have $4 in your hand, you could choose not to discard the Estate, gain the Estate from Baron, and buy 2 more Estates. That's +3 green cards, which is almost enough to trip the Silk Road threshold on its own. If you've got 6 Silk Roads, that's a better deal than a Province in most cases.

Or, the extra Estate might allow you to end the game on piles. Even the elimination of one pile could be valuable in plenty of circumstances, so maybe draining the Estates is valuable in its own right.

[ftl]

Draining the estates mid-turn so you can activate your cities.

When estates are embargoed, so you want to gain them instead of buying them.

[sitnaltax]

The easiest scenario: You have $16 in your hand even without the Baron's bonus money. You play the Baron to get the +Buy so you can get the last two Provinces, and you need the extra Estate for the game-winning VP.

The convoluted scenario: You need the Estate in your hand, perhaps to trigger a Crossroads, more than you need $4. Why wouldn't you just play the Crossroads first? Well, the typical culprit for playing things in a weird order is Golem. So you Golem and hit Lab/Baron. Lab draws you the Crossroads, which is why you didn't play it in the first place. Then you Baron, but you realize you'd rather get an extra card out of the Crossroads than $4. (Maybe you're near the end of your deck and waiting for a Platinum or Goons or other critical card.)

Other reasons you might need the Estate in your hand: You might be planning to Expand/Remodel it into something critical; you might need to sacrifice it to Trade Route, Apprentice, Salvager, or Trading Post (again, for all of these, the answer to "why didn't you just play the sacrificing card first" is Golem); you might be planning to Oasis and everything else in your hand is super-critical, like Platinums.

Of the other answers, ftl's are my favorites, particularly the mid-turn City one.

[jotheonah]

Just in general in a Gardens game, if you're playing on the margin (as in always gain max cards) isn't your best move to gain the Estate and then buy two coppers, for a net gain of three cards rather than two? If you do this every time you play your Baron (or at least every time once the Estates are gone) that's like 5 cards more.

Of course, conventional Gardens wisdom is to speed the ending over marginal deck size increase, and discarding the Estate to buy two more seems to do that faster.  But I'm really not convinced - if you have a big Gardens lead, fattening your deck is as good a way to go as rushing the ending.

[Julle]

The usual scenario: You are down to 2 points, 3 estates left in the supply, 2 empty piles. You played fishing village in your last turn, have a hunting party, 2 curses,a baron and an estate in your hand. You want to play baron so that  HP won't skip barons but don't want to discard the estate so that HP won't skip them (you have only barons and estates in your deck and discard). You play HP, draw xx and baron, play baron and discard an estate, and finally buy the last 2 estates.

[Asklepios]

Also, if a three pile would occur with the estate going, and you'd lose at that stage. Though honestly, if +$4 doesn't tip that back in your favour, you'll probably lose before you can catch up anyway...

[jomini]

There are several basic scenarios:
1. Your buys are at a heavy premium, and you want the estate. The simple case is late game where you have enough cash (say through a golem engine) to hit two provinces, and you want the estate as tie-breaker or to increase the odds of you baron hitting next time. Other times might be peddler games where the peddler is already free and you have no 4 coin card that is superior (think baron/crossroads/peddler).
2. You want to maximize card gain. Silk road, gardens, philosopher's stones, counting house, etc. can all prefer you to acquire more cards (coppers) and don't care so much about greening.
3. Activating another card. The two biggies being: activating cities and adding a token to the trade route mat before you play a trade route.
4. You need to gain a card that you intend to use during this turn. If you've drawn your entire deck, baron can give you a card you can draw and then get use out of (e.g. upgrading it to a menage, forging it and your other estate into something useful).
5. You want to deplete the estate pile by 3. E.g. gardens game trying to end on estates, gardens & barons with the latter two already gone and 4 coin already in hand.
6. You need to get the baron out of hand, but want to keep the estate to use with another card. E.g. Baron/estate/baron/menage/nobles may well be better played as nobles (actions) -> baron (gain estate) -> menage (draw with good odds of getting a nobles & cross roads).

Some more specific times:
7. You have traders and want to gain a silver & deplete the estate pile.
8. You have treasuries in play and want the estate (for whatever reason), but don't want to have to stop top decking the treasuries.