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As you say in your question, an in-depth interview is a way of doing qualitative research. This is because an in-depth interview delves deeply into the attitudes of a single person instead of getting fairly superficial impressions of the ideas of a large number of people. In-depth interviews can be used in a variety of areas of study. As I do not know what area of study you are interested in, I will give two examples of in-depth interviews, each from a different discipline.
In-depth interviews are conducted in many areas of the social sciences. One such area could be sociology. A sociologist might want to understand more about why some people get divorced and others do not. The sociologist could conduct in-depth interviews with just a few couples. Interviews might be conducted, for example, with a couple who divorced early in marriage, one that divorced after many years, and one that is still together. The researcher would expect to find out more about the attitudes of the people who had different outcomes to their marriages. He or she might expect to find, for example, whether the different couples came into marriage with different types of expectations about what marriage would be like. Alternatively, the researcher might hope to learn something about the apparent level of effort and caring that each couple put into their relationship.
In-depth interviews are also important in the field of business. A firm might commission in-depth interviews if it wants to enter a new market. For example, let us say that a firm is considering opening a branch of a credit union in a small community. They might want to interview a few people in depth to find out what sorts of things those people want from a bank. They might hope to discover what things would tend to make people want to patronize a certain bank and what things would cause them to continue to be happy with such a bank.
In short, in-depth interviews are meant to discover answers to open-ended questions. They are meant to help a researcher understand the nuances of human behavior and human attitudes.
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