If your car has a sway bar, also known as an anti-roll bar, it will have two linkages connecting the bar to the suspension. These links can wear out over time, causing clunking noises and reduced effectiveness of the sway bar. When one fails, it's generally recommended to replace both at the same time.
The main reason for this is that if one is worn out, the other isn't far behind. Replacing them in pairs ensures that your car will have optimal handling and stability. It's also more cost effective to do them both at once rather than replacing one now and having to come back for the other later.