Sometimes they contain an annual report of the company or showcase the portfolio of an artist.
Brochures can also be included in CDs and DVDs; however, usually they are given away as freebies (e.g. they may contain a calendar or some poster inside).
In either case, booklets serve advertising purposes and since they are usually short (max. 25-30 pages) they need to look good and be informative in order to focus users' attention and effectively convey the message.
Unfortunately, only few brochures are indeed designed with close attention to details.
However, there are a number of options for creative and appealing booklet and brochure design.
This post showcases beautiful examples of brochure and booklet design.