You have been watching a Noughties Drama Series.
These shows are all the rage these days. They typically have a one-word-title. Like "Show". They are heavily character-driven.
Each episode reveals only a little more of the overall plot. In many respects, they harken back to the style of old
Television Serials like the old
Doctor Who... but
Darker and Edgier,
Hotter and Sexier, and usually with a generous helping of
Mind Screw.
Not all of them are TV shows; some are movies. Many are made by
J. J. Abrams, Tim Kring or their ilk.
LOST is probably the
Trope Codifier, though other shows of its ilk came before, including
The X-Files,
Babylon 5 and Abrams' own
Alias. There are many, many,
many more. These shows often either are
Too Good to Last or, on the opposite end, instead, are
Long Runners. Either way, the creator usually makes
little effort to actually bother to ever resolve the show's central plot.
See also
Ontological Mystery.
Examples
Live-Action TV
Film
