Commas are normally used to set off nonrestrictive modifiers.
However, nonrestrictive modifiers can be set off by dashes for emphasis or if the modifiers contain commas or other punctuation that could confuse the reader.
Incorrect: Some expensive films, Heaven's Gate, for example, have been big flops.
(Relationships not clear)Correct: Some expensive films--Heaven's Gate, for example--have been big flops.
(Modifier itself has a comma.)
See also Commas with Nonrestrictive Modifiers.