For this example I have created the tables customers and orders. The table customers contains all the existing users and their ids:

customers

And the table orders contains all the orders associated to those customers:

orders

Now imagine you need a query to get the last two orders of each customer. You can get it making a query for each customer, using something like this:

SELECT 
  * 
FROM 
  orders 
WHERE 
  customer_id=[the_customer_id] 
ORDER BY 
  date DESC 
LIMIT 2

But if there are hundreds of customers that means hundreds of queries, therefore it’s a bad idea. There is a better way to do this, we just need to use sub-queries and variables.

SELECT 
    c.customer_id,
    c.name,
    sub_table.order_ref,   
    sub_table.date    
FROM
    (SELECT 
            customer_id,
            order_ref,
            date,
            @rn:=CASE
                WHEN @var_customer_id = customer_id THEN @rn + 1
                ELSE 1
            END AS rn,
            @var_customer_id:=customer_id
    FROM
        (SELECT @var_customer_id:=NULL, @rn:=NULL) vars, orders
        WHERE
        customer_id IN (SELECT customer_id FROM customers)
    ORDER BY customer_id , date DESC) as sub_table
    INNER JOIN customers c 
        on c.customer_id=sub_table.customer_id
WHERE
    rn <= 2
ORDER BY customer_id , date DESC

Voilà! we got what we were looking for.