Expandable foam insulation has a higher R-Value per inch thickness.  In fact, closed cell foam has almost twice the R-Value of fiberglass or cellulose.

Buildings insulated with spray foam are more comfortable and use less energy.

Foam fills and seals gaps and cracks to provide an air seal.  Fiberglass does little more than filter the air as it passes through.

Closed cell foam provides a better moisture seal than all other insulation.

Foam provides better sound deadening than fiberglass.

Foam does not attract or provide a nesting area for pest like other insulation materials.

Spray foam seals small gaps to keep out insects and other small critters.

DIY spray foam insulation expands to easily fill in around other objects and completely fills oddly shaped spaces.

As air moves through insulation such as fiberglass, it greatly reduces the R-Value.  Since closed cell foam is impermeable to air, it does not suffer from this problem.

Closed cell foam increases the structural strength of a wall.