Many electrical devices are based on electrical resistance and Ohm's law, even if they do not have little components in them that look like the usual resistor. Take voltmeter for instance.
 
A voltmeter is nothing more than an ammeter with an additional high-value resistor through which the current is also forced to flow. Ohm's law relates the current through the resistor to the voltage difference across it, so the meter can be calibrated in units of volts based on the known value of the resistor.

 
The voltmeter's two probes are touched to the two locations in a circuit between which we wish to measure the voltage difference. Note how cumbersome this type of drawing is, and how difficult it can be to tell what is connected to what. This is why electrical drawing are usually shown in schematic form.
 
The setups for measuring current and voltage are different. When we are measuring current, we are finding "how much stuff goes through," so we place the ammeter where all the current is forced to go through it. Voltage, however, is not "stuff that goes through," it is a measure of potential energy. If an ammeter is like the meter that measures your water use, a voltmeter is like a measuring stick that tells you how high a waterfall is, so that you can determine how much energy will be released by each kilogram of falling water. We do not want to force the water to go through the measuring stick!
 
If you inserted a voltmeter incorrectly, in series with the bulb and battery, its large internal resistance would cut the current down so low that the bulb would go out. You would have severely disturbed the behavior of the circuit by trying to measure something about it.
 
Incorrectly placing an ammeter in parallel is likely to be even more disconcerting. The ammeter has nothing but wire inside it to provide resistance, so given the choice, most of the current will flow through it rather than through the bulb. So much current will flow through the ammeter, in fact, that there is a danger of burning out the battery or the meter or both! For this reason, most ammeters have fuses, resistors or circuit breakers inside. Some models will trip their circuit breakers and make an audible alarm in this situation, while others will simply blow a fuse and stop working until you replace it.