When ColdFusion 7 was announced with it came a great feature which personally I believe went unnoticed. The feature was Event Gateways which added a layer of asynchronous behavior to ColdFusion, it essentially let you send some data to the gateway and not worry about it completing before you send the user back his request.
As you can see this feature is great for collecting statistics on your web application for example imagine you want to collect data related to the persons connection whenever they connect to your blog. Instead of having to do the insert SQL calls within the main page of the application which would slow down your blog if there was something wrong with the database, you can just fire off an event to do the processing for you. (while you can argue that the entire site would slow down if there was something wrong with the database, assume that the statistics database is hosted elsewhere as it should always be).
This is a powerful feature and there are many gateways such as Socket’s and SMS you can always create your own gateways to add more async functionality to your web app.
Links
http://help.adobe.com/en_US/ColdFusion/9.0/Developing/WSc3ff6d0ea77859461172e0811cbec22c24-77ed.html