Tax, immigration/emigration, and will/inheritance reasons. For one thing, the government gives you a tax break if you marry; this was particularly useful because, in the old days, women didn't work so it made sense to not tax the man (who did work) because he was effectively making money for two (and possibly more if they had children). Similarly, getting married changes your defaults if you die intestate (that is, you didn't draw up a will giving all your money to some slap-up blond or something), then your spouse (as oppose to your next-in-line) gets your $$. As for the immigration reason, if you're an US citizen but your wife (or hubby) is another nationality, you can get him or her over here and move onto getting him/her a resident alien card much more easily than through other methods of immigration (presumably this is so that families can be together, which is nice).

If you don't care about any of that and love another person, place, thing, or idea, you can just announce you're married to him/her/it without recognition from the government and just sort of be together.