One example is to escape censorship of repressed regimes, where accessing independent media or free speech publishing is difficult and also dangerous. Also an escape from mass surveillance could be the motivation for using VPNs and/or TOR.
I understand the escaping oppressive regimes, but why should I worry about my government spying on me? What is the NSA looking for that I should resort to masking my identity?
why should I worry about my government spying on me
Good question. Why should an honest person care about NSA Surveillance? Watch this:
I agree with this point. I have no worries about my (or other) governments spying at me but there is that uncomfortable feeling of being continuously observed (even when doing everything lawful and moral). In general people don't like to be under continuous surveillance, even if they aren't doing anything false (in moral and jurisdictional context) There's a quite known quote (or motto):
If you have nothing to hide, you have nothing to fear.