Why is an injection(shot) necessary for fillings?
Sometimes patients do not require injections for fillings. It depends on how large and how deep the cavity(decay) is and where is sits in relation to the nerve. I like to think of a tooth like an M&M peanut. The outer candy shell is the enamel, which has no nerve endings. The inner chocolate layer is the dentin, which does have nerve endings and then there is the peanut, aka the "pulp" or nerve of the tooth.
Cavities that form only in the enamel tend to not cause sensitivity therefore do not need to be numb to be fixed. However when the cavity penetrates into the second layer, the dentin, hot/cold/sensitivity begins. Decay into dentin will require local anesthesia(injections) to put the tooth into a comfortable state so the cavity can be removed. When cavities get into the nerve, thats when we speak of root canals. Once decay(bacteria) have penetrated into the nerve, an onslaught of symptoms begins. Ranging from cold sensitivity to throbbing, sharp pain to biting pain to gum tenderness, the nerve will require removal to eliminate the infection and sensitivity.
So to summarize, the need for being "numb" relies on how far the cavity got into the M&M peanut :)