Just to add a bit more, I suppose we should first note that OH- isn't the only ion that we place in brackets. Think of something like calcium phosphate, Ca3(PO4)2. Ions that have more than one atom tend to be written in brackets, to remove ambiguity and confusion about what is actually meant. If we didn't use the brackets in your example, we would have "CaOH2". The problem with this is that with Ca(OH)2, the brackets clearly show that for each Calcium ion in the ionic lattice, there are two Hydroxide ions (OH-), as EulerFan101 points out. One can easily identify the cationic and anionic species, and the ratio of the two. With CaOH2, it is not completely clear what is meant. Does this mean that I have two hydrogen atoms for every one oxygen atom? Do I have a calcium bonded to a water molecule?
Now, you can apply chemical reasoning to probably guess that CaOH2 is an ionic lattice with Ca2+ and OH- ions in a 1:2 ratio. But the point is - why make interpretation more difficult? Conventions exist to standardise our notation, so that universal understanding is more easily achieved. One of these conventions is to use brackets around polyatomic ions, because this removes ambiguity regarding the number and ratio of atoms and ions in the lattice. Knowing the ratio of atoms/ions in a lattice is very important when trying to work out the molar mass, or the yield of a reaction, so that's why the convention exists.