The relays were also used to create local sounder circuits. Rather than trying to source enough energy from the main line to run the sounder (takes a decent amount of current for a good "clack"), they'd connect the relay to the line instead. The relays tended to be much more sensitive as they only had to move the relay arm a little bit, and thus you didn't need to push as much current through hundreds of miles of wire. The relay, in turn, then connected a local battery to a sounder, providing a good solid source of current.
Here's a pretty good picture of how the relays were hooked into the main line to amplify for a local sounder circuit:
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