Private landlords can charge deposits as security against breaches of the tenancy agreement - usually non-payment of rent or damage to furniture and fittings. The deposit is usually returnable unless the landlord makes a claim against it.
Some countries have compulsory schemes under which an independent third party holds the deposit during the tenancy and decides whether the landlord should be given any of it at the end. There is much to recommend such schemes. The UK government is proposing a voluntary, self-financing scheme to ensure that tenants' deposits are held safely and to provide an independent arbitration service to deal with disputes.