Systems of first-order quasilinear PDEs especially often arise in fluid and gas mechanics; the most prominent example is provided by the Euler equations
It should be recalled that systems of first-order quasilinear PDEs are also known as dispersionless systems or hydrodynamic-type systems, see e.g. the article by G. El
Data HYDRODYNAMIC TYPE SYSTEMS AND THEIR INTEGRABILITY: Introduct...
and my article
Article New integrable (3+1)-dimensional systems and contact geometry