You may get a discount on your vehicle insurance if your windows are etched with the VIN (Vehicle Identification Number). This applies especially to higher valued vehicles. Sometimes a thief will sell the stolen vehicle to a chop shop where they will remove the doors to sell as replacements. They are not in demand if there is a vehicle number etched on the window and not worth their time to replace the windows, making your vehicle a more difficult sale if stolen.
You can purchase kits online or from your dealer and often the local police department will etch your windows at no charge. Check with them first.