I'll mix it in with my other favourite feature so it's more fun. Say you can't be bothered navigating to find & open a file in App B you already have open in some other app (A).

Get to the Open dialog, activate App A, click-hold on the little file icon next to the file name on the top bar of App A and drag it onto the Open dialog over at B. Suddenly, the dialog has the appropriate file selected, wherever it happens to reside on your file system. Magic!

Edit: literally everyone beat me to it.