The rudder is used to control the yaw axis. When you bank an airplane using ailerons, they will produce drag, so the rudder is used to compensate for it. Also another key reason for a rudder is say you have a crosswid from the right side of your airplane and your about to land. You will want to use right ailerons to bank into the wind to stay on course, but to prevent the plane from drifting off the center line, you will use left rudder. The rudder is used for stalls. When at high angles of attack the ailerons become less useful. When doing a stall you want to use the rudder to center the plane. If you do not, and the plane stalls, you will fall in that direction and end up in a spin. You need air movement for ailerons to work, but the key to the stall is to have not enough lift on the wings to hold it. Rudder for taildraggers is a biggie too because when u take off or land, your tail end is off the ground so the only way to control it is with the rudder surface.

This is based on real aircraft so the effect on R/C might not be as effective but it is a part of aerodynamics

Hope this helps

~Matt