Why return this.each(function()) in jQuery plugins?

Question

Some of the tutorials and examples I have seen for developing jQuery plugins tend to return

this.each(function () {
    //Plugin code here
});

at the end of the function that instantiates the plugin but I have yet to see any reasoning behind it, it just seems to be a standard that everyone follows. Can anyone enlighten me as to the reasoning behind this practice?

Edit: For clarification my question was not about why to return this, but rather why the plugin should return this.each.

Answer 1

When you filter elements with a selector ($('.myclass')), it can match more than only one element.
With each, you iterate over all matched elements and your code is applied to all of them.