This essential unit can be used in three ways. The Twilight Zone are an excellent example of collections of unrelated stand-alone plots. This structure offers the advantage of extreme clarity and comparatively little commitment of time. It is limited in effectiveness, however. Compared to other, longer forms it doesn't give the creator enough time to develop sub-themes and character development.
Participants have less time to build a strong attachment to characters.
On the other hand, a series of unconnected stand-alones allows treatment of many widely differing stories and settings. Take a set of characters and produce a string of stories about them and you have a cyclical plot structure. So do most comic books. Early roleplaying campaigns used this form almost exclusively, and I suspect that it is still the most popular type of campaign. The advantages of this form are several.