The maps that sat navs use are usually stored on SD cards. If, for example, you wanted to get a European map after purchasing a UK only sat nav, you could purchase a pre installed map on SD and slot it in, or if you had a high capacity SD card in it you could download the map and install it on your device.
The card also acts as a place for your sat nav to store additional data, such as favourite places, voices, visual themes and custom icons. Some sat navs support video and audio playback. Again, these media items could be stored on the card.