Do I need a TM 30 form for my visa extension or when leaving Thailand?

Despite numerous dealings with my local immigration office over the years on a multitude of matters, I have never lodged or been asked to submit a TM 30. I now perceive that this form is becoming more prevalent across the country. My question is : Does a copy of the form stay in your passport (like a departure/arrival card). If so, could not having one present a problem when *cancelling* a visa extension or at the airport when leaving the country.