The DLR
Expression trees are an addition to C# to support the Dynamic Language Runtime (DLR). The DLR is also what is responsible for giving us the "var" method of declaring variables. (var objA = new Tree();)
More on the DLR.
Essentially, Microsoft wanted to open up the CLR for dynamic languages, such as LISP, SmallTalk, Javascript, etc. To do that, they needed to be able to parse and evaluate expressions on the fly. That was not possible before the DLR came about.
Back to my first sentence, Expression trees are an addition to C# that opens up the ability to use the DLR. Prior to this, C# was a much more static language--all variable types had to be declared as a specific type and all code had to be written at compile time.
Using it with Data
Expression trees opens the flood gates to dynamic code.
Let's say, for example, that you are creating a real-estate site. During the design phase, you know all of the filters that you can apply. To implement this code, you have two choices: you can write a loop that compares each data point to a series of If-Then checks; or you can try to build a query in a dynamic language (SQL) and pass that off to a program that can perform the search for you (the database).
With Expression trees, you can now change the code in your program--on the fly--and perform the search. Specifically, you can do this through LINQ.
(See more: MSDN: How to: Use Expression Trees to Build Dynamic Queries).
Beyond data
The primary uses for Expression Trees are for managing data. However, they can also be used for dynamically generated code. So, if you wanted a function that is defined dynamically (ala Javascript), you can create an Expression Tree, compile it and evaluate the results.
I would go a bit more in depth, but this site does a much better job:
Expression Trees as a Compiler
The examples listed include creating generic operators for variable types, hand-rolling lambda expressions, high performance shallow cloning, and dynamically copying read/write properties from one object to another.
Summary
Expression Trees are representations of code that is compiled and evaluated at runtime. They allow for dynamic types, which is useful for data manipulation and dynamic programming.
