Why do good players do this?

I've noted that multiple Good players when i study have pushed the h or a pawns two spaces early  and late in the game why is this done? 

I can't find any right now but there is alot of games ive seen were a4 and  h4 or a8 and h8 was played and responded with blocking the pawn with his own why is this?(Ive copied the pgns from chessgames.com so none of the notes are mine)

It's quite logical, you just have to look at the board and see what square does the pawn move attack/defend.
In the first example 5.a4 is played to prevent b5 from black which would hold the pawn.
In the second example h5 is played to prevent g4 and secure the f5 square for the knight. (Typical idea, similar to the king's indian defense where you put a knight on c5 and secure it with a5)
No idea about the last example, it's probably some more concrete stuff like weakening the enemy king or something but black has a bad position anyway.

In your 2nd example, Capablanca writes the reason as you posted in the annotations: "In order to prevent g4 at a later stage. Also to make a demonstration on the king’s side, prepatory to further operations on the other side."

This advice is specific to the position, though as most of the reasons to push h4 - it's always situation specific.

In the 3rd game vs. Menchik, the h5 pawn launches a attack on the white king pawn cover but is double-edged, as it does weaken the black kside, and is likely not a clear-cut best move.

The most common reasons I've encountered in my review of annotated games where I've seen early a4 or h4:

- As black, often times an early a5 push is to stabilize a bishop or N that wants to play to c5, and prevent white from dislodging it with b4 or a3 followed by b4. Again, this isn't always good, and can be a mistake in some situations as playing a5 weakens b6. (Like if white can play Nb6 and anchor it there.)

- In the endgame, sometimes h4 is better than h3, say if it further restricts an enemy bishop of similar color, or gets a kingside pawn majority rolling faster. I've been surprised a few times where I expected h3, but the master game goes straight into h4. 

- As black, in some closed openings with locked pawns on the light squares like the French Defense where black's light colored bishop is blocked in by pawns on light squares, you can play a5 with the plan of: a5, a4, Ba6, and then trade Black's bad light square bishop for white's good one with BxB or if white plays BxB, following it with NxB. That's usually a big positional plus in that situation with locked pawns since you trade your bad, bad bishop for his good one.

Every game is different.   I recently played one where I set up my H pawn to capture to expose my rook against the opponent's trapped and castled king.   The game lasted like 15 moves ... splat.   

In other games, I play a system with white that has my bishop on the castled king's diagonal and the A pawn is a retreat square that keeps the pressure on that diagonal.  

Other times you migh have used it to prevent a bishop invasion/pin. 

Those are 3 common reasons.   There are many others, but those 3 are worth a lot in some games.

I guess it makes alot more sense now Thanks