Scientists call this ability "cellular motility," and it is important for cells like white blood cells, which need to move through the body to fight infections. To do this, these cells can extend long, finger-like projections called pseudopodia in the direction they want to move. The pseudopodia can then grip onto nearby surfaces, allowing the cell to pull itself forward.
This process is not limited to white blood cells, however—other types of animal cells are also able to change their shape and move around in this way, including muscle cells and some types of cancer cells. This ability is important for many important processes in the body, such as wound healing, embryonic development, and immune responses.