Some alphabets, e.g. the Greek, Hebrew and Arabic alphabets, have different forms for some letters when they appear at the end of the word.
E.g. in Greek, the letter sigma (σ) appears as a ς when used at the end of a word; in Hebrew, a couple of letters have a special final form; for example the 'm': מ becomes ם when used at the end of a word.
While separate forms for capital letters has a definite advantage (marking the begin of a sentence, or indicating proper nouns) which increases the readability, I can't see any advantage of having a separate final form for certain letters. In fact, this makes an alphabet harder to learn for children/foreigners.
Are there any practical advantages to having final forms for certain letters, or is it just a 'stylistic' choice which survived throughout the ages (unlike the 'long s' in the Latin alphabet)?