A java int is 32 bits, while a long is 64 bits, so when you need to represent integers larger than 2^31, long is your friend. For a typical example of the use of long, see System.currentTimeMillis()
A byte is 8 bits, and the smallest addressable entity on most modern hardware, so it is needed when reading binary data from a file.
A double has twice the size of a float, so you would usually use a double rather than a float, unless you have some restrictions on size or speed and a float has sufficient capacity.
A short is two bytes, 16 bits. In my opinion, this is the least necessary datatype, and I haven't really seen that in actual code, but again, it might be useful for reading binary file formats or doing low level network protocols. For example ip port numbers are 16 bit.
Char represents a single character, which is 16 bits. This is the same size as a short, but a short is signed (-32768 to 32767) while a char is unsigned (0 to 65535). (This means that an ip port number probably is more correctly represented as a char than a short, but this seems to be outside the intended scope for chars...)
For the really authorative source on these details, se the java language specification.