If it's not available legally. If the pirated version is better than the legal version (e.g. because of DRM). If I already own it.
That's the basic cases. I'm sure there are others too.
EDIT: Also when I wouldn't buy it otherwise (at least yet) but care enough to try. In those cases, I often buy it later though. In the recent years this has become increasingly rare for me though, because I have way too little time even for the games I've bought, let alone pirated games.