I hope this question isn't too open-ended for MO --- it's not my favorite type of question, but I do think there could be a good answer.  I will happily CW the question if commenters want, but I also want answerers to pick up points for good answers, so...

Let $X,Y$ be smooth manifolds.  A smooth map $f: Y \to X$ is a __bundle__ if there exists a smooth manifold $F$ and a covering $U_i$ of $X$ such that for each $U_i$, there is a diffeomorphism $\phi_i : F\times U_i \overset\sim\to f^{-1}(U_i)$ that intertwines the projections to $U_i$.  This isn't my favorite type of definition, because it demands existence of structure without any uniqueness, but I don't want to define $F,U_i,\phi_i$ as part of the data of the bundle, as then I'd have the wrong notion of morphism of bundles.

A definition I'm much happier with is of a __submersion__ $f: Y \to X$, which is a smooth map such that for each $y\in Y$, the differential ${\rm d}f|\_y : {\rm T}\_y Y \to {\rm T}\_{f(y)}X$ is surjective.  I'm under the impression that submersions have all sorts of nice properties.  For example, preimages of points are embedded submanifolds (maybe preimages of embedded submanifolds are embedded submanifolds?).

So, I know various ways that submersions are nice.  Any bundle is in particular a submersion, and the converse is true for proper submersions (a map is __proper__ if the preimage of any compact set is compact), but of course in general there are many submersions that are not bundles (take any open subset of $\mathbb R^n$, for example, and project to a coordinate $\mathbb R^m$ with $m\leq n$).  But in the work I've done, I haven't ever really needed more from a bundle than that it be a submersion.  Then again, I tend to do very local things, thinking about formal neighborhoods of points and the like.

So, I'm wondering for some applications where I really need to use a bundle --- where some important fact is not true for general submersions (or, surjective submersions with connected fibers, say).