Inertia is the tendency of objects to remain in motion/stationary unless and until acted upon by an external force.

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Inertia is the tendency of objects to remain in motion/stationary unless and until acted upon by an external force. Ergo, in order to stop a moving object you need to expend energy to bring it back to rest.

This is why brakes are such an integral part of any moving system.

Braking system

The animation is of a conventional disk-braking system.( they come with a disk that is attached to the rotor. Once the disk stops, the wheel stops as well. There areother braking systems as well ) 

When you hit the brakes, fluids convey the force to the brake disk, which stops the vehicle due to the friction.

                                                          Source 

Tire Lock

Many a times what happens is that when you hit on that brakes hard, they lock the tires i.e the tire stops rotating and slides on the surface. 

A locked wheel/tire can’t steer, and it cant apply as much braking force as a rotating one.   It also damages the tire, creating a flat spot (or spots), which, aside from the damage, can also cause dangerous vibration on the car.

It is a possibility that you might have experienced what is being said or might have seen it on television.

For instance,the rules of F1 dictate that the drivers must manually brake. And there have been numerous occurrences of tire-locking in F1 cars. 

         IR camera capture of Tyre-lock ( Notice the heating up of the tires )

Why do the tyres lock?

In simple sentence: the friction between brake pads and brake discs is greater than the friction between tires and track surface. So, the tires slide on the track (instead of rolling). 

Anti-lock braking system( ABS )

In order to prevent the brakes from locking, the Anti-lock braking system was introduced.  It basically applies the brake in pulses preventing the locking.

The ECU constantly monitors therotational speed of each wheel; if it detects a wheel rotating significantly slower than the others, a condition indicative of impending wheel lock.

It actuates the valves to reduce hydraulic pressure to the brake at the affected wheel, thus reducing the braking force on that wheel; the wheel then turns faster

                                                          Source

This essentially prevents the tires from locking, enabling better control in decisive times of need.

Have a great day!