Honestly I don't usually have anything super impressive. It's just that they are so seamless to define and use.

Lately I've used them a lot to deal with buffer to repl interactions where there wasn't a working mode to load the buffer into the repl.

It's trivial to run a repl in a shell buffer and then create a macro and keybindings that will save the file, switch to the repl buffer, and then insert the command to reload the file (and/or restart the repl if necessary).

Probably now that Vim and NeoVim have useful integrated terminals I imagine they can probably be automated similarly, but I mostly use vim as my failsafe editor and try to keep my interactions with it pretty stock, so I don't really explore automating it heavily.

I've used Emacs keyboard macros frequently to automate org mode to make certain kinds of entries immediate (almost like using a snippet solution).

Keyboard macros are not the be all and end all. But they are really useful for chinking around the cracks between other tools. They are a quick tool for prototyping and scripting automation.

Sometime last year I was experimenting with my own plain text note system outside of org mode (I wanted something that was a little more robust for dealing with arbitrary copy and pasted text without it potentially triggering semantic interpretation of the buffer). Using keyboard macros allowed me to quickly work up commands to deal with the various parts of the file in an interactive development style - it made it very easy to experiment with what was effectively a new file format without any real parsing or coding. I would guess it wouldn't be robust for release, but for figuring out what made sense or what I wanted, it was super helpful to have that ability to define new text interactions quickly.