A Petition for Review (PFR) is filed after all administrative remedies have been exhausted.  The most common occurrence is when an individual was placed in removal, the Immigration Judge denied relief and issued an order of removal; that order of removal is then appealed to the Board of Immigration Appeals (BIA) which affirms the underlying order from the Immigration Judge.  

The next step would be to file a PFR with the Court of Appeal having jurisdiction over the matter.  If granted, the PFR may vacate the underlying decision(s) and/or remand for further development in accordance with the decision issued by the judge or panel judges.