Microsoft has been espousing the benefits of Software + Services (S+S) for some time now, and this idea has been steadily gaining in momentum in the software industry.  One of my esteemed colleagues, David Chou, wrote this excellent blog post on the subject which provides some nice background to the topic. 

Amazon recognized the need for 'software' at the client in order to augment their (primarily) SaaS model.  They released their Amazon MP3 system which serves as a great yet simple example of S+S.  The downloader has multiple client endpoints including Mac and PC.  Those clients integrate with their host operating systems at multiple levels, including interfacing to default MP3 players and the local file system in order to download and persist music files.   

Clients can maintain multiple server "relationships" as music is downloaded (and in a parallel fashion).  Additionally, client patch updates occur when needed.  One could only assume that there are a multitude server applications within their data center that perform functions like MP3 download analysis and e-commerce related data munging while (for example) providing access to catalog subsystems.  It's really a quite handy and impressive application which shows off some nice elements of S+S.