I was glancing through the contents of Concrete Maths online. I had at least heard most of the functions and tricks mentioned but there is a whole section on Special Numbers. These numbers include Stirling Numbers, Eulerian Numbers, Harmonic Numbers so on. Now I have never encountered any of these weird numbers. How do they aid in computational problems? Where are they generally used?
Most of these numbers count certain kinds of discrete structures (for instance, Stirling Numbers count Subsets and Cycles). Such structures, and hence these sequences, implicitly arise in the analysis of algorithms.
There is an extensive list at OEIS that lists almost all sequences that appear in Concrete Math. A short summary from that list:
You can browse the OEIS pages for the respective sequences to get detailed information about the "properties" of these sequences (though not exactly applications, if that's what you're most interested in).
Also, if you want to see real-life uses of these sequences in analysis of algorithms, flip through the index of Knuth's Art of Computer Programming, and you'll find many references to "applications" of these sequences. John D. Cook already mentioned applications of Fibonacci & Harmonic numbers; here are some more examples:
Stirling Cycle Numbers arise in the analysis of the standard algorithm that finds the maximum element of an array (TAOCP Sec. 1.2.10): How many times must the current maximum value be updated when finding the maximum value? It turns out that the probability that the maximum will need to be updated k times when finding a maximum in an array of n elements is p[n][k] = StirlingCycle[n, k+1]/n!. From this, we can derive that on the average, approximately Log(n) updates will be necessary.
Genocchi Numbers arise in connection with counting the number of BDDs that are "thin" (TAOCP 7.1.4 Exercise 174).