Let's say you wanted to prove that the sum of the Riemann (or Lebesgue) integrals of two real-valued functions with the same domain is equal to the integral of the sum. (We assume, of course, that each of the two functions is integrable in the required sense.)
To do this, we first prove this property for step functions (for Riemann integrals) or for simple functions (for Lebesgue integrals). E.g., for Lebesgue integrals, the simple functions are dense in the $L^{1}$-space, so for two general functions $f, g$, the result
$$
\int f + \int g = \int (f + g)
$$
follows by: approximating each of $f, g$ by simple functions $s_{f}, s_{g}$ with accuracy within $\epsilon/2$ in the sense of the $L^{1}$-distance. For the functions $s_{f}, s_{g}$, the desired equality is verifiable more or less directly. Therefore, we obtain that
$$
|\int f + \int g - \int (f + g)| < \epsilon.
$$
This is one for every positive $\epsilon$, so
$$
|\int f + \int g - \int (f + g)| = 0.
$$
Another example is the proof of Plancherel's Theorem.