On the back of VISA cards there is a 3 digit number called a a CVV that is on the signature panel. Amex cards have the same (except it is called a CID).

Merchants who accept payment with the cards and do not physically swipe the card will ask for this as a way to ensure that you have the card. If the number is sent to the payment processor and the CVV/CID doesn't match, the authorization will not continue.

Kind of an extra fraud protection.