Hussar said:Make the setting reactive to them and they will start to care.
I quite agree with both of these ideas. It doesn't even have to be that a particular character sees how his actions change the world, as long as the player does. For instance, in a campaign I was in a few years ago, we had just finished up a huge campaign arc and were starting a new arc with new characters. Well, we visited a small little berg that our previous characters had saved from some minor threat when they were low level (I think 3 or 4). Imagine our surprise and pleasure when we see, smack dab in the middle of the town square, slightly larger than life size statues of our previous characters!!! We had a blast talking to the townsfolk and 'learning' about these legendary heroes.an_idol_mind said:The easiest way I've found to get players interested in the setting is to let them have a hand in crafting it, ...You don't need to allow players to create large chunks of a setting, but allowing them to add small things to make their characters feel like a part of the world helps a lot. Among other things, I've allowed players to draw up the holy symbols of their deities, write a history about their family's swords, and come up with information about their guild. There's usually some compromising that has to be done to keep the new information consistent with what's already established, but it's usually quite worth it. First of all, it saves work on the DM's part. Second and most importantly, the players become extremely invested in the setting when they have a sense of ownership about it.

We knew that our actions affected the campaign world and it made us really think through some actions that may have just been glossed over before that. We were concerned about how our actions would affect the campaign world.
We have created organizations within the church hierarchy and fleshed out towns/cities that the DM's notes consisted mainly of a name and not much else.
Dang, I miss that campaign.

But I'm rambling so I will sum up. I agree that allowing the players to flesh out the campaign world (in small ways) and making the world reactive to player actions (and inactions) are both great ways to make the players invested in the campaign world and care about what happens to it.