Certainly, partitioning is one case for multiple file groups (although I have seen sliding windows partitions on the PRIMARY filegroup). If you partition-align your indexes as well, that's a win right there 🙂

I also like to split Sharepoint content databases into multiple file groups, one for all the internal Sharepoint stuff, and another for user-generated objects (AllDocs, AllLists, etc). This helps reduce resource contention at the page level in the data file. IO is still a bit of an issue, since all filegroups and files are on the same mountpoint, but our current setup is performant enough with the content databases split.:-)