With ... End With runs several statements against one object without repeating its name. Faster and easier to read.

Code

With Range("A1")
  .Value = "Total"
  .Font.Bold = True
End With

• Format a cell

  With Range("A1") .Value = "Total" .Font.Bold = True .Interior.Color = vbYellow End With → Three properties set on one cell

  The dots hang off the With object.

• Qualify a sheet

  With Worksheets("Data") lastRow = .Cells(.Rows.Count, 1).End(xlUp).Row .Range("A1").AutoFilter End With → Sheet-qualified calls without the name each time

  Explicit sheet references made short.

• Page setup

  With ActiveSheet.PageSetup .Orientation = xlLandscape .FitToPagesWide = 1 End With → Page setup in one block

  Slow properties, evaluated once.

• Nest With blocks for objects within objects.
• Every member inside must start with a dot.
• A With on a slow property like PageSetup avoids re-evaluating it.

• A line without the leading dot refers to something else entirely and does not error.
• Cannot Exit or jump out of a With block cleanly.