Let me tell my tale in regards to my current Forgotten Realms Campaign:
I leave my plots half-formed and mysterious, so as to better fit them to the needs of the players. My players, by their own self-recognition, named their adventuring Company
the Company of the Endless Bridge, because they leave behind quests and plots the same way that customers leave burger wrappers in the MacDonald's trash can.
- Border war in Archendale? Bump 'em.
- Tilverton's in trouble in the plane of Shadow? Screw 'em, I AIN'T going in there!
- Mysterious psionic bears in the shadow mountains? Kill 'em, collect the reward, and move on.
- Bandits on the Shadow gap trail to daggerdale/Shadowdale? Kill just enough to make it through, and move on.
- Assassin tries to kill one of them specifically. Well, glad he's dead now.
- Primordial evil locked in some evil wizard's basement? Riiiiight. Next.
- Red Wizard screws them over in Zhentil keep? Now that we're free, we'll catch you later.
- Another assassin. Darn it, those guys are getting pesky!
- Scyulla Darkhope's campaigning to be the next ruler of Scardale? Bye! Good Luck!
- Sahuagin are disrupting shipping? Let's get rid of this band, and woryy about the rest later. We've got to get going!
They have a list of unfollowed plots about 1200 miles long at this point: That was just the first ten or so. The two they DID finish, involved a holy cup to be delivered for someone, and because one character's mother and family was under a curse. The rest have been a string of similar cut-offs. What I CAN say is that they are building a list of unresolved plots and enemies that would make Spider-man's Sinister Six look like peanuts. Sinister Six, meet the Legion of Doom.

If they weren't constantly travelling east, they might find ramifications more often. But they will, soon enough... assuming the game goes that long.
But that's not saying I don't add side-plots anyway; I keep the world moving whether they dig deep or not, because it adds to the realism. Example: They once uncovered a mithril golem, lying inert and buried. They uncover it, it activates, and walks off into the sunset (well, into the Pit of Tilverton, anyway). What was it doing? They'll never know, because they never followed it.
Another case: They encounter a druid gnome kicking the




out of two ogres, chasing them to doomsday. They watched until the scene ran out of sight, and moved on. Regardless of what they pick up and do, they are ALWAYS encountering something happening in the world, and they aren't THE world, they're part of it.