Is there any practical use for pine cones?

Chuck them in an open fire then get out your paraglider for a quick ascent

Use them to predict the weather! Their scales close when its humid (predicting rain) and open when its gonna be sunny.

The seeds from some kinds of pine are edible. e.g. pine nuts are used as an ingredient in pesto.

I think that pine trees find them useful for dispersing seeds :P

If you have access to a wood chipper or similar, they're great for mulch, and as substrate component for some orchids.

We used to pretend they were hand grenades and huck them at eachother.

Make hooch

Depends on the type of pine tree. Lot of the uses mentioned by others are dependent on the type. If you can identify the type, I’d try searching it.

In addition to the uses some have mentioned, some have medicinally useful compounds that can be extracted by alcohol.

I'm pining for an answer to this question myself.

Dip them in water and watch them close up tight.

I'm using them as Christmas tree decorations, but you can use them in multiple ways. You can hang them by a string, you can spray paint them and/or put them in a terrarium, etc.

Organic enemas?

Foot massage.

Make a scented potpourri? Idk, I’ve never done that. But it seems easy to do!