In order to parse certain strings belonging to certain kinds of languages, recursive patterns for recursive matching are necessary. For example, if you want to parse and capture a parenthesized chunk of text which may contain nested parenthesis, you'll need to have recursion.
Perl already supports recursive matching, so does PCRE and with that many libraries for languages such as PHP. I always wondered why the Python regex engines never did.
Please refer to http://perldoc.perl.org/perlre.html for documentation on the widely accepted syntax for recursive patterns.