Punch through allows you to access certain commands from a device other than the one which is currently selected. A real world example would be if you are watching something via your cable box, but you have the sound routed through an external receiver. In this case, you would punch through the volume and mute commands from your receiver to the cable box. Once you do this, the volume and mute buttons will control the reciever, and all of the other buttons will continue to control the cable box. There are other ways to accomplish the same thing, but punch through is a very convenient tool because it allows you to quickly route the desired commands to many devices at once (i.e. TiVo, DVD, Sat, etc...).