So youre driving on the road and all of a sudden you see these Subarus, and Evos with those fin things on the back of the roof right? What is that?

This is called a vortex generator. Simply because they generate a vortex of air particularly for aerodynamic reasons.

Vortex generators benefit cars that have rear wings because it keeps the airflow hitting the top of the rear spoiler for optimal downforce. It helps the air flow make a smooth transition flowing from the roof and deflecting off the rear spoiler, rather than having the air crash in the low area between your windshield and rear spoiler.