It is well known that the human body benefits from a lot of different bacteria - and indeed wouldn't be able to survive without them.
Are there fungi that are beneficial to humans, or even needed directly for surviving?
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S. boulardii is a yeast, closely related to S.cerevesiae (if not the same organism). There is a lot of solid data showing use of this fungus as a probiotic can help treat or prevent intestinal infections.
RESULTS: Twenty-one randomised controlled trials (4780 participants), among which 16 were new trials, met the inclusion criteria for this updated systematic review. Administration of S. boulardii compared with placebo or no treatment reduced the risk of antibiotic-associated diarrhoea (as defined by the study investigators) in patients treated with antibiotics from 18.7% to 8.5% (risk ratio, RR: 0.47; 95% CI: 0.38-0.57, number needed to treat, NNT: 10; 95% CI: 9-13). In children, S. boulardii reduced the risk from 20.9% to 8.8% (6 randomised controlled trials, n=1653, RR: 0.43, 95% CI: 0.3-0.6); in adults, from 17.4% to 8.2% (15 randomised controlled trials, n=3114, RR: 0.49, 95% CI: 0.38-0.63). Moreover, S. boulardii reduced the risk of Clostridium difficile-associated diarrhoea
Humans (mammals in general) are host to a diversity of commensal microorganisms, including fungi. An individual microbial species is "good for you" when it stays where it is supposed to be and plays nicely with the other microbial species. That same microbial species can become "bad for you" when it is in the wrong place or in the wrong amount. Fungi are generally less virulent than bacteria (see Murray Medical Microbiology, Ch 68) so they are less likely to be "bad for you" in general, but the same principle applies.
For bacteria, a good example is an infection of the urinary tract by E. coli. The very same bacteria that peacefully coexists, and indeed provides specific benefits while in the gut, causes disease while in the urinary tract (see Murray Ch 30).
Candida species are a good example for fungi -- commensal in the gut, pathogenic in the bloodstream (Murray Ch 74). C. tropicalis is an interesting species in particular, because, while it can cause a pathogenic fungemia, gut colonization appears to be necessary for secondary lymphoid organ development in mice. Willk's answer provides a good example of a fungal species that can be used to treat human disease. More generally, a well regulated mycobiome (commensal fungi) appears to be associated with human health, dysregulation is associated with human disease. They seem to be particularly important for regulation of inflammation and the immune system. Some of the details are reviewed here.
In summary, yes, fungi are beneficial to mammals in much the same way that bacteria are beneficial. When they are in the right place in the right proportion, they are beneficial.