What's the purpose of invoking an inline function?

The Facebook API suggests that I load their source files with this:


(function() {
    var e = document.createElement('script'); e.async = true;
    e.src = document.location.protocol +
      '//connect.facebook.net/en_US/all.js';
    document.getElementById('fb-root').appendChild(e);
  }());

I’ve also seen some Google API’s invoke an inline function. What’s the point? Why not just leave out the function declaration and invocation and just run the code inside by itself?