Despite the benefits of web applications, desktop applications I think still have a valuable place.
I haven't found any way yet of interacting with the local file system using a browser - something which is invaluable & very easy and on a desktop system. Simply clicking and opening a local file with the local PCs native application also isn't possible with the browser, but possible with a desktop system.
With a desktop system you can also open Microsoft applications in different ways such as read only or opening a template.
Another interesting problem I've come across with web apps is process flow. So far I've not built a web app which spawns multiple browser windows, so an entire process has to be built in one - going from page to page. I've hit problems with for example email creation and sending - on my online invoicing system for example. To have an invoice and email it and pick up attachments along the way - ones uploaded on the site and local ones which need uploaded, entering the email text and having the ability to change the entire email and its attachments before sending - all very difficult - but way easier with a desktop system as you can have an emailing form sitting open and do things with it - like add or remove attachments without it refreshing for example and losing all your body text...
I still have a lot of time too for Access databases. Despite all their bad press, I have multi-user databases used daily with no problems. Relatively simple to build as you get everything in one file (front end, SQL, database, reports) and no installation.