Why do golf courses have sand traps?

The earliest courses were on linksland, the strip of land that links land to sea. The middle strip, linksland, wasn't much use so it was used for grazing cattle and sheep. That's where the game developed, on the linksland. The sheep would burrow down behind the sand dunes to take shelter from wind. Over time, these areas hollowed out to from the bunkers or sand trap.