When a screenplay would require a new set to be built, filmmakers would often make the scene a high point of the movie, to justify the expense.
[1] According to Adam O'Brien, a set piece is "a sequence in a film when we are invited to appreciate (if not consciously consider) the logistical efforts of the filmmaking process, including design, performance and recording.
The term is often used to describe any scenes that are so essential to a film that they could not be edited out or skipped in the shooting schedule without seriously detracting from the enjoyability, intensity, impact, coherence or memorability of the finished work.
Set pieces are very often planned meticulously using storyboards, screen-tests, and rehearsals, in contrast to smaller scenes where the director and actors may be more improvisational.
Notable examples of set pieces include the Snake Pit in Raiders of the Lost Ark, the Death Star Trench Run from Star Wars, the storming of the volcano lair in the James Bond film You Only Live Twice, the burning oil rig in There Will Be Blood, and the Tyrannosaurus escape in Jurassic Park.