Two main reasons:
1) As the day passes by, the heat from the sun causes slight expansion in rocks. When night comes and everything cools down, the items shrink again. This constant daily cycle of expanding and shrinking slightly gradually beats away the surrounding materials.
2) Throughout the years, water collects in cracks in the rocks or roads during the middle of the year and then freezes during the winter. As water freezes to become ice, it expands, cracking its surroundings.
