Several physical problems in particle physics, nuclear physics, and astrophysics require information from non-perturbative QCD to gain a full understanding. In some cases the most reliable technique for quantitative results is to carry out large-scale numerical calculations in lattice gauge theory. As in any numerical technique, there are several sources of uncertainty. This chapter explains how effective field theories are used to keep them under control and, then, obtain a sensible error bar. After a short survey of the numerical technique, we explain why effective field theories are necessary and useful. Then four important cases are reviewed: Symanzik's effective field theory of lattice spacing effects; heavy-quark effective theory as a tool for controlling discretization effects of heavy quarks; chiral perturbation theory as a tool for reaching the chiral limit; and a general field theory of hadrons for deriving finite volume corrections.