They need to make sure you're hireable before they invest management time and attention taking your application to the next level.
Here are the three most common places where you'll be checked out:
(1) LinkedIn:
Obviously. They'll take a look at your general profile, your track record, recommendations, what type of groups you're a member of, etc.
(2) Facebook:
You can learn a LOT about someone's lifestyle and general attitude by looking at what's on their Facebook profile. (Not all of it is bad. There are certain things you can make publicly visible on your Facebook profile that will leave hiring managers and HR reps with a more positive impression of you after they've snooped. More on this another day.)
(3) Google:
When was the last time you Googled yourself? Were there any news stories, forum posts, or self-published content that might cause a problem?
Now, I'll share some specific tips for how you can use Google-snooping to your advantage another time. As for Facebook, that's something I cover in great detail in Interview Success Formula and Dream Job Formula.
However, let's focus on LinkedIn today.
It's the place where potential employers turn to first, and, arguably, it's where you have the most leverage as a candidate. Why? Because LinkedIn holds a lot of potential that most folks don't know how to exploit and leverage.
For example:
Did you know there are seven specific ways to leverage LinkedIn recommendations and use them to reinforce your "unique selling point" that you (should have) communicated in your resume?
And did you know that there are specific strategies for using self-published content to frame you as a "prize" (rather than, say, a "commodity candidate" who needs to sell herself to employers)?
There's a LOT of leverage available with LinkedIn -- and chances are you're barely scratching the surface.