Grease pencils are used for writing on surfaces that are nonporous, hard and usually glossy. Some examples of surface materials appropriate for a grease pencil are lacquered maps, glass and ceramics.
Grease pencils are used in a wide variety of trades. They're often used in labs to mark glassware. They're also commonly used on construction sites as they can write on wet surfaces and will not scratch anything. Some other examples are labeling glass containers in a kitchen, artists using them to work on the surface of ceramics, and making temporary marks on glossy maps. Grease pencils were even used for writing in space prior to the invention of the "space pen."