I always say mimic nature as best as you can.
A fan in the grow room mimics winds in nature. With that in mind, a fan does two important things. First is air circulation. Like FLABOY1 said, the leaves will use up the carbon dioxide that's nearby the leaf within a few minutes. So, you've got to circulate the air because the plant can't exactly run around breathing. Like darkdestruction420 mentioned, venting, or getting rid of old air, is important as well. There must be an exchange in air so that carbon dioxide is always available. The second is that plants react to stimulus. They react to wind by stiffening their stems. So, a fan will signal that the plant should use some energy to strengthen its stem. Of course this is important because as marijuana begins to flower, those buds get real fat and heavy. You don't want a plant with a weak stem that may simply topple over from the weight of its buds.