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With Power Query, you can

Find and connect data across a wide variety of sources.
Merge and shape data sources to match your data analysis requirements or prepare it for further analysis and modeling by tools such as Power Pivot and Power View.
Create custom views over data.
Use the JSON parser to create data visualizations over Big Data and Azure HDInsight.
Perform data cleansing operations.
Import data from multiple log files.
Pull data into Power Pivot from new data sources, such as XML, and File Folders as refreshable connections.
With Power Query 2.10 and later, you can share and manage queries as well as search data within your organization

3W data consolidation and processing (Example).
Process Cash data (Example).
Kobo data consolidation and processing (Example).
Connect, import and visualize in Power BI, FTS data (Example).
Import and process The Armed Conflict Location & Event Data Project (ACLED) data (Example).

The following has been contributed by Christian Cricboom: