The O-ring in the oil filter sometimes comes off and sticks to the engine block... if you put another filter on and don't check for this, you will get an oil leak.

The other o-ring is for the oil pain bolt. It's usually a crush washer, that should be replaced after each oil change. So if you do you own oil changes and have crush washer for the oil pan bolt, then buy new ones, the o-ring in the oil filter comes with the oil filter.

Usually you take some oil, at least i do, and smear it on the oil filter's o-ring prior to putting it on.