Parallelize is general and can be ran on custom defined code. So "natively integrated" functions such as ParallelMap is just syntax convenience (if you meant that). For example, search for Mersenne primes:
Parallelize[Select[Range[9000, 10000], PrimeQ[2^# - 1] &], Method -> "FinestGrained"]
{9689, 9941}
Also it is often useful just to run many independent computations in parallel on a cluster.
