"There are two types of baseball fans:
those who go early to watch batting practice
and everyone else."
-The Washington Post
Major league baseball, like most other organized baseball leagues, allows a set amount of time before every scheduled game for mostly unsupervised practice session for both hitters and fielders.
Because it is practice only, most teams have a coach or some other non-player member of the team throw pitches to their own players in an effort to prepare the team for that day's game. The batting practice pitchers stand on the pitcher's mound, usually behind a metal screen (to prevent injury). The batters themselves hit at home plate, but are surrounded on three sides by a large metal batting cage that is approximately 15 feet tall and some 30 feet wide. The cage has wheels so it can be rolled onto and off the field before a game. Again, as with the pitcher's screen, the cage is set to reduce injuries to other players, most of whom are milling around the field before a game, talking to each other, reporter, or occasionally a fan.
Balls hit into the field are sometimes caught by members of the team at bat, but generally are left to fall to the ground in the outfield. Balls hit into the crowd during batting practice are free to any fan who can get their hands on one.
Because professional baseball players are excellent hitters, generally speaking, batting practice affords them an opportunity to hit balls when they know both what kind of pitch is coming and where. Not suprisingly a fan watching batting practice may see dozens of balls hit over the fence in 30 minutes or so. This is in contrast to a regulation contest, when three home runs in 3 hours of playing time is rare.