Input and output is often subject to problems outside the control of the running program.
For example,

1. disks can develop bad sectors,
2. construction workers can drop backholes through T1 lines connecting you to the Internet,
3. console windows can be closed by the user.

Therefore almost every method that deals with input or output can throw an IOException.
The only exception is the PrintStream class, which eats all IOExceptions and sets an error flag instead.