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The engines of a plane are placed on either side of the fuselage in order to offer balance and stability. Having thrust on either side of the plane allows for smooth, safe flying. 

However, they don't have to be under the wings! A few aircraft now have the engines in the very back of the plane, almost on the tail. They work just as well! 

Being under the wings give us a few advantages, such as being easy to get to for maintenance, or being less noisy for passengers.