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There are two types of fat used in baking, , such as stick butter or margarine or shortening, or , such as vegetable or olive oil. These types are extracted from either plants or animals, or manufactured. There are other ingredients that contribute fat to baked goods such as egg yolks, milk, chocolate, nuts and seeds, etc, but are discussed in their separate ingredient sections.
Fruit purees, especially applesauce, are often used as fat substitutes. The pectin from the fruit forms a film around the tiny air bubbles in the batter, similar to what occurs when you cream solid shortenings with sugar, but not as effectively. Vegetable purees can be used, as well, such as pumpkin (which is actually a fruit) and sweet potato.
My favorite fruit puree for baking is unsweetened applesauce. Not only is it readily available but it is inexpensive and versatile because it doesn't impart any strong flavor to the final result. Applesauce contains more pectin than other fruit purees, which helps to retain the moistness of baked goods. Even if a recipe is flavored with another fruit puree, I always add a little applesauce as well. You'll see recipes here that use pumpkin, banana, and prune purees, among others; search using the keywords: healthy oven.