clog can be used to redirect some of the errors to another recipient. For example, you might want to redirect them to a file named my_err:

ofstream out("my_err");

if ( out )
  clog.rdbuf(out.rdbuf());

else

  cerr << "Error while opening the file" << endl;

Then when you are doing something like clog << "error number x"; the error message is output to the file my_err. Obviously, you can use the same scheme to redirect clog to other devices.