In Dungeon Keeper 2, Wooden Bridges allow your creatures ease of passage over water or lava and are the only way (other than a Stone Bridge) that you can take over unconnected shores of the Underworld. Obviously, due to their flammable nature, Wooden Bridges have a very limited life span if placed over lava.
In some instances, if you only intend a temporary claim, Wooden Bridges can be built across lava and then sold for only a 100 gold loss, instead of the 250 gold loss of a Stone Bridge selling.