A parser is a routine or program that analyses the structure of some input according to a formal grammar.
Examples would be various XML parsers, a BibTeX parser, and the parser for Tcl itself.
Almost all programs include parsers - at least if they read a file and process it to perform a (possibly useful) action. Excel, Word, OpenOffice, Photoshop and so on all contain parsers.
Now-a-days parsers are most often generated directly from grammar specifications instead of written by hand. Applications for doing so are called parser generators.