That really depends on what aircraft you're referring to. Typically fuel vents and other vents are located here. Fuel dump outlets may also be located here. APU outlets, and even trailing antennaes are often located at the aft end of the fuselage or tailcone. In some cases in light jets and military equipment, a drogue or drag chute may be located here.
I agree, your probably thinking of the APU. But simply stopping at saying it's an APU probably doesn't help much. Here's a quick explanation.
APU stands for Auxillary Power Unit. It is usually a single-stage turbine engine used to supply the aircraft with electrical and pneumatic power while on the ground, typically when at the gate when engines are not running or on taxi.
On the Saab there is a vent just below the tail nav lights and it is there for the outflow valve for the pressurization. The CRJ's apu exhaust is on the fuselage just below and aft of the #2(right) engine.
On the Brazillia, it's the APU exhaust. On the FK-27, it's actually just a hole. It's there in case the rear pressure bulkhead explodes, to make sure it doesn't take the entire tail with it. So, it's a hole vented to the atmosphere from the unpressurized portion of the tail. Hope this helps.