Comprehensive insurance protects your vehicle when it is damaged by something other than a collision with another object/vehicle. Comprehensive coverage will pay to replace or repair your vehicle when it is damage by a covered peril. This type of coverage protects your vehicle from almost everything except a collision. Be sure you choose a deductible that you can afford to pay out of pocket in the event of a loss.
Say your Car is parked outside your house and an unknown person comes by and keys your vehicle. The estimate of a new paint job goes for about 1500 dollars to get your car looking that way it was before, if you chose a 500 dollar deductible then the insurance company would pay for damages to your vehicle minus your deductible. The same can be said if you leased a vehicle if the vehicle was stolen and not recovered with in the 30 day period. The insurance company would cover the value of the vehicle minus your deductible. Talking to an independent insurance agent to get you the coverage you need will help you make the right choices.