One thing I love doing as a DM is playing three adventures simultaneously with the same players.
The way this is managed can be worked out by any DM with experience and the willingness to be patient.
The first adventure is always whatever the players WANT to do. They want to plunder a dungeon, start a farm, travel to China, etc. In an extended campaign they're bound to have a long term goal which cannot be fulfilled in a few runnings, which will usually require that they travel or build ... and the events associated with that goal are usually obstacles in the way of achieving that goal. The party settles in to do some goldmining and someone either wants to seize their claim or push them off the land, that sort of thing (to describe a cliche sort of obstacle).
The second adventure is what people in the industry of making modules likes to call a "side adventure." It's the event that occurs while the party is on their way to something else, where some element of the side adventure is so intriguing or so appalling that the party must investigate or set things right. They're on their way to China, but this village on the way is being plagued by bandits, several children and old folks have died, "We really ought to fix this." Something on these lines CAN be cleaned up in a few runnings.
The third adventure is my favorite, a large part of why I find running D&D an unmatchable enterprise. The third adventure is where something is happening that is so big, so unfathomable, that the party is only one tiny element on the edge of it. The entire planet is going to be taken over by Slaad, but no one the party has ever met has even seen such a creature. By chance the party stumbles across one and kills it. An X-files like crew of ridiculously high-level people show up, bundle up the evidence, briefly make the acquintance of the party and then disappear ... for six or seven months of running, NOTHING is heard again. No information, Nix, leaving the party to assume it was all a glitch and that it can be ignored.
It is like the Alien space ship grabbing Brian as he falls, rescuing him before he dies, then dropping out of the film never to appear again. What did it mean? In the movie, probably your best guess. In my world, something far too magnificently important to be even remotely grasped by mere players.
Admittedly, it is a bit of fucking around with people, but in my head I have the whole trail of events sketched out. These people over there did this, which caused this, which resulted in this event, spawning that getaway (which the party witnesses), followed up by this bustling about in the aftermath, which produces a plan, which involves the party being contacted in order to do "this," which the party does or doesn't, which cause groups A, B and C to frantically find another way to ... and so on.
I freaking love it. And I'm prepared to sit on it for a decade, if need be (I did once, between '83 and '93). I'm in no hurry.
In a complete world, it is like when you get pulled over to the side of the road because you're driving with a load that's not covered - when you did not know that was even against the law, now. Some people, somewhere, made decisions that now result in you paying a $300 fine. Tough luck. The world is moving all around you and you haven't a clue what they're doing.
It's important to let the party know they're just tiny little fish in a gargantuan, baffling, random pond with elements so remote - yet so influential - that it is more than just a little scary.
Like life is.