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.