Wikipedia to the rescue:

However, some formats (ex., HDV, DVCPRO HD) use non-square pixels internally for image storage, as a way to reduce the amount of data that must be processed, thus limiting the necessary transfer rates and maintaining compatibility with existing interfaces.

Actual displays do not generally have non-square pixels, though digital sensors might;

TLDR; some formats use non-square pixels for reducing file size, some digital sensors has non-square pixels.