If you are applying to join your family and become a permanent resident in the U.S., you will need a financial sponsor.  You’ll also need a sponsor if you work for a relative or if a relative owns 5% or more of the company you plan to work at.
However, some categories of immigrants are exempt from the Affidavit of Support requirement:
Refugees and asylees are generally not required to have a sponsor or to demonstrate financial stability
If you have worked in the United States for a certain amount of time and have earned or can be credited with 40 qualifying quarters, you may not need to file an Affidavit of Support
Self-petitioning widows or widowers with an approved Form I-360
Battered spouses or children with an approved Form I-360
Orphans who are being adopted by U.S. citizens from another country may not have to file an Affidavit of Support if the adoption is full and formal. To qualify, the adoption must take place before the orphan becomes a permanent resident of the U.S. and both adoptive parents must have seen the child before or during the adoption process.