From StackOverflow

The most obvious, practical example is:

<fieldset>
    <legend>Colour</legend>
    <label><input type="radio" name="colour" value="blue"> Blue </label>
    <label><input type="radio" name="colour" value="red"> Red </label>
    <label><input type="radio" name="colour" value="green"> Green </label>
</fieldset>

This allows each radio button to be labeled while also providing a label for the group as a whole. This is especially important where assistive technology (such as a screen reader) is being used where the association of the controls and their legend cannot be implied by visual presentation.