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Well, for a start, they're keeping the mafia away. ;-p

The justification for most of today's governments is that they are the agents of a kind of "social contract", through which we all benefit - by restricting those who would harm others to their own advantage, and maintaining public goods which exceed the capability or desires of an individual (including things such as "clean air").

The vast majority of people benefit from such cooperation, and so it is in their interest to maintain it. Even those who're expected to contribute more than they get may benefit, because the alternative could be others taking everything. (There's usually something in here about happy, healthy, educated workers being productive as well.)

A modern variant of this is having the goal of improving social equality; trying to raise the lot of those with the least. Of course, even if you agree on this as a goal - and not all do - how you go about it is up for debate. For example, do you sterilize all the people with genetic defects, to avoid producing more disadvantaged citizens? Or maybe because this harms those who exist further, there is a better option, such as genetic matching, adoption, or gene therapy? Should professional police and judges act to maintain society; or are citizens expected to take the law into their own hands?

Conventions act as a form of government in this sense, but arguably a rather weak one, given that about their worst punishment is exile - which perhaps isn't as big a deal as it once was, given that there are now so many of them. (Certain conventions share information, but their own sovereignty may limit the impact, just as it does in real life.)

Fan websites are similar. Membership has costs and benefits. If you don't like the one you're in, or they don't like you, you can join a different one - or make your own; but if it remains just yourself, it probably won't be a great website.

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