At the conclusion of the Ravenloft game I was once in, our adventuring company became a major force in the Core, with teams of adventurers based out of chapter houses in several of the Realms of Dread. Additionally, the party cleric founded a new sect of the Ezran religion, the sorcerer/rage mage became the new Prince of the Shadow Fey, and my fighter/holy liberator character became the head of a socialist revolutionary army in Old Gundarak (currently still claimed by Invidia and Barovia). The campaign pretty much ended once we got to that point, but the DM maintains continuity between his Ravenloft games, so PCs and events from the third campaign (the one I was in) showed up in the fourth, and so on.
In my own games, I tried to engineer a plot wherein a PC was one of three possible heirs to the throne of her home country (the three orphaned grandchildren of an aging queen), but the game ended abruptly before I could begin that plotline in earnest. It seems that once the PCs believe they have saved the world from ultimate evil, the intrigues of elven politics don't really have as much appeal as early retirement :\
Robert "Gundarakite People's Liberation Army" Ranting