I have a story of a plotline the PC's missed, even though I was dangling hints at them left and right.
It was a Forgotten Realms campaign. The campaign had originally been planned to go into the low-epic range (circa 25th level) over about a year and a half. The players knew this, and I had some overarching plotlines and recurring plot elements, but most of the adventures were stand-alones.
From almost the first session, there were persistent enigmas about portals. They randomly find a strange portal that can apparently be tuned to almost any known plane, figure out how to set it to Arborea, and go on a planar side-trek, before going back to the Prime and continuing their adventure, with little more than a "huh" about the odd portal they found. In further adventures, they find portals they thought that they knew about were now missing. Over the course of half a year NPC's start mentioning that it's slower to get around Faerun because a number of portals have been absconded with lately. The PC's even run across a group of NPC's in a dungeon actually dismantling a portal and teleporting out with it.
On a few occasions, assassins even came after the party. The PC's realized that they were professional assassins from a well known organization (Monks of the Long Death), and they would have to be well paid to be sent after them. I thought it would be clear that somebody was trying to kill them. Oddly, the PC's never investigated this, they just dealt with the assassins as they came.
I was dropping hints left and right that somebody was doing something funny with stealing portals, and somebody was trying to assassinate them. They never picked up on either plot as anything worth investigating. If they'd bothered to check (and they would have found out eventually, the Lich Larloch was building a massive portal network, by modifying existing portals to keep costs down. For a modest fee anybody could use his portal network to go anywhere in Faerun, or to many planar destinations and other locations on Toril. The hidden catch was that anybody who stepped through their portals could have a spell cast on them by Larloch and they would wave any SR or saving throw by willingly using the portal, a very dangerous thing when dealing with a Lich that is thousands of years old, and since they had stepped through one of his incomplete prototypes early on, as a side effect they would be immune to that little hidden catch, meaning he wanted them out of the way as a possible complication).
The PC's never investigated, never checked on who was trying to kill them, who was stealing portals.