Where do you implement FHRP's eg VRRP/HSRP/CARP

Hi.

My question is when I configure a FHRP like CARP or HSRP do I have to run it on the WAN? Doesn't the WAN usually failover via things like bgp in a multihomed environment? What is bugging me is that In the OpenBSD FAQ they use CARP on the WAN but I'm not sure why?

Thanks for any help provided and have a nice day.