Foundation Series: The Fifth Seldon Crisis gets disrupted by the Mule during the events of "The Mule", while the Sixth and Seventh Seldon Crisis are never mentioned in Dr Asimov's works. Foundation's Edge opens during the successful resolution of the Eighth Crisis (with Hari Seldon appearing during Founding Day to announce exactly why they made the right decision), and characters refer to the Plan having been on track since the Kalgan War (which wasn't a Crisis and was covered), making it clear that all three happened, but only the Eight has any detail on its nature or resolution givennote there was a political movement calling for the Foundation's capital to be moved from Terminus to a more central location, and it failed.
The Gods Themselves: No detail is provided on an event that killed about 4 billion people: "Just about the time the Lunar colony was being established, Earth went through the Great Crisis. I don't have to tell you about that."
Paolo Bacigalupi never really provides descriptions or actual expositions of his countless settings. While it was somewhat understandable when he was in short stories and novelettes, as seen in his Pump Six and Other Stories anthology, once he started to write books, all the world-building is still done by off-hand remarks in dialogues and tiny snippets of information in narrative, going as far as giving a name-drop as all that is to provide information. Piercing together details about his recurring settings is a favourite past-time of his fans.
The Brightest Shadow: Common, both in terms of characters referring to parts of the world not immediately relevant, and several epigraphs that refer to highly ambiguous events.
H. P. Lovecraft stories make repeated, throwaway references to fictional books and locales, but there's little evidence that the man himself had any unified vision in mind. His pals also did the same, throwing out cryptic Shout Outs to Lovecraft and each other's works. Enticed, the readers wanted more, and piecing together such references is part of the fun of the Cthulhu Mythos.
Tolkien was a master of Worldbuilding, working on his Tolkien's Legendarium from about WW1 until his death. The Lord of the Rings is full of lovingly crafted and referred-to details, many of which are left unexplained, whose stories first got public with the posthumous publications of the earlier stories.
One thing Tolkien knew from his studies as a linguist and English teacher is that some of the old myths recreate the cryptic reference effect entirely by accident, when the relevant poems or stories are lost — the medieval Finns probably had an explanation of what a Sampo (from The Kalevala) is, for example, but it didn't survive the Middle Ages.
Then there are some things which never got elaborated on, even posthumously, like in The Hobbit when Bilbo makes reference to "the wild Were-worms in the Last Desert." Nothing remotely similar is ever even spoken of again.
The Lord of the Rings: Gandalf mentions that "Far, far below the deepest delvings of the Dwarves, the world is gnawed by nameless things." He never explains what are things are, exactly, or even what they look like.
Half of fun of reading Tolkien is this. Go read The Silmarillion, Beren and Lúthien, The Children of Húrin, The Fall of Gondolin, The Fall of Númenor...and go back and read The Lord of the Rings. Now revel in all the references most people didn't get the first time around. That part of the song Aragorn sings in The Fellowship of the Ring about Beren and Lúthien? Now you know the whole story. Bilbo's song about Eärendil that Aragorn seemed to find so cheeky to sing in Rivendell? It was about Elrond's father (and mother) who he hasn't seen in five thousand years and probably dredged up some bad memories about the ransacking of his home when he was a child by the sons of Fëanor. The list goes on.
The Second Prophecy of Mandos, which describes what the end of the world will be like, is referenced (though not by name) in virtually all of the canonical stories of Middle-earth. However, the prophecy itself does not appear in canon — only in Tolkien's earlier drafts for The Silmarillion.
Unfinished Tales of Númenor and Middle-earth also fleshes out several of these including the Cats of Queen Berúthiel that Aragorn mentioned during the journey through the Mines of Moria and the other two Wizards of the five Saruman brings up in his rant at Othanc.
By Work:
Alice in Wonderland: In the Mad Tea-Party scene, The Mad Hatter proposes the riddle, "Why is a raven like a writing-desk?" Some time passes before Alice, the Hatter and the March Hare all admit that they can't find the answer. This did nothing to stop readers from persistently trying to find answers such as "Edgar Allan Poe wrote on both." Although Carroll himself eventually came up with the answer "Because it can produce a few notes, though they are very flat; and it is nevar put with the wrong end in front!" Or "They both have inky quills".
In the NaNoWriMo novel And Then There Were Monsters, some of the monsters mentioned in the text are explained in Father Mallern's journals. Most are not. Dire cattle, for example, and referenced a few times, but never seen, and in the end all we know is that the only similarity they have with normal cattle is that they still have four legs.
Alien characters in Animorphs often allude to various other species or situations that have nothing to do with the plot:
For example, early books would sometimes list random species the Yeerks had supposedly enslaved, though practically none of them are seen except for Hork-Bajir, Taxxons and Gedds.
There's also a whole subplot happening off-scene with a planet called Anati: apparently the Yeerks knew very little about it (including whether or not it was inhabited) and sent Visser One to conquer it, but she wound up failing for some unknown reason.
"The Five," the mysterious race responsible for hunting the Venber to extinction. Ax doesn't know where they came from or why they called themselves that, but they have since also vanished, possibly due to the Andalites of old giving them a taste of their own medicine.
At the end of book 41, the Bad Future Jake was experiencing turns out to be a psychological test conducted by an unknown being, for no obvious reason but curiosity. We never find out who was running it.
Crayak, a being who straddles the line between Sufficiently Advanced Alien and Cosmic Horror, was evicted from his galaxy of origin by an even more powerful being.
The Mechwarrior Dark Age novels (based on the BattleTech game world) made references to events that had occurred in the 65-year Time Skip since the last published BattleTech novel. The result was a lot of terms used in general discussion that had no explanation - The Jihad, the Ruins of Gabriel, Apollyon, the Master and so forth. Since then, new BattleTech fiction has begun to explain some of this.
Charlie and the Chocolate Factory has Mr. Willy Wonka noting that Loompaland, the homeland of the Oompa-Loompas — and a country none of the other characters have heard of — is a Hungry Jungle full of "hornswogglers and snozzwangers and those terrible wicked whangdoodles" without explaining what exactly those beasts are (besides very hungry). This isn't surprising, as Mr. Wonka himself has a never-explained Mysterious Past and is Inexplicably Awesome. (For one thing, between the original novel and its sequel, he's apparently managed to travel the world without being recognized for years, and has knowledge of other planets and alien races. Also, the 2013 stage musical plays this concept for laughs with throwaway lines that reveal that he used to go to raves.)
The Voyage of the Dawn Treader: The protagonists meet a magician, who is later revealed to be personified star who was sent to earth as a punishment. On being asked what possible crime a star could commit, they are simply told: "it is not for you, a Son of Adam, to know what faults a star can commit." The reference gets even more cryptic when Eustace comments that in their world stars are balls of flaming gas and is told that even in our world, that is not what stars are, but only what they are made of.
Aslan's father, the Emperor-Beyond-The-Sea, is mentioned but plays no direct role in the plot. Presumably the reason he's there at all is because Aslan, being a Jesus-equivalent, needs a father to complete the reference.
Part of the charm of the early books of Chronicles of the Kencyrath is that the main character is a member of a race with ten thousand years of history, but our glimpses of this history is as through a glass darkly because the main character already knows her history and doesn't feel the need to monologue about it. The later books have filled in many of the references, but far from all of them.
In the Codex Alera stories, there are several mentions of a group called "The Children of the Sun" who were, it seems, wiped out by the Alerans relatively recently (historically speaking) and, as a last action, did something, somewhere, for some reason and now there's the Feverthorn Jungle in the middle of the continent, that no one can enter for reasons which are unexplained. Though we get a rough idea of where it is (middle southeast of the continent according to the map in First Lord's Fury) what makes the jungle impenetrable (even to the Vord) is unexplained. The Alerans idly speculate that if they could figure out what the Children did, they might be able to turn it against the Vord.
Also All There in the Manual, as Butcher explained it on the website. They're another sentient race (of plant-people, with Woodcrafting-like powers), who are now all dead, wiped out by the Roman legions shortly after they arrived on Alera (and hence before they had developed significant furycrafting). Of all the sentient races that have appeared on Alera, only the toughest survive the competition.
The Children of the Sun aren't the only ones to get this treatment. Late into the series, a character reminisces about other sentient races the Alerans have wiped out in their struggle for survival:
The Children of the Sun were long since dead, their Realm rotted back into the Feverthorn Jungle. The Malorandim had been driven to extinction eight centuries ago. The Avar, the Yrani, the Dekh — all gone, nothing left of them but names that Amara dimly remembered from her history lessons. Once they had all been rivals and tyrants to a younger, smaller, weaker Alera.
The Cold Moons throws around references to the badger's Animal Religion but doesn't explain the mythology though. Some things are namedropped in passing but all that's clearly known is that: Their God is named "Logos", while their Satan/devil is "Ahriman". Their heaven is "Asgard" and it's stated that all species live in harmony in Asgard. "Sheol" is referenced but it seems to be a hell equivalent instead of a Jewish-style Sheol. Some badgers aren't prayed for upon dying and thus they become eternally Barred from the Afterlife in a place above the clouds called "Gehenna". "Elysia" is the pastures of heaven and is also used as a short-hand for an otherworldly paradise. Badgers have a group of ancient laws called "the Adamus" (which is only mentioned by name, in passing, in the final chapter).
In the beginning of The Dark Tower, the third-person narrator often makes references to historical events and figures, such as the fall of Gilead and John Farson, as well as important characters in the gunslinger'spast. Many of these are clarified later in the series, further expanding the previously sparse world.
The story of Princess Nell in Neal Stephenson's The Diamond Age starts out like this, and Nell and the Primer spend the next decade or so expanding the references.
Often used in Discworld, with throwaway references to things like the politics of the Guild of Engravers (although that one eventually became The Truth), or the various notes on Sam Vimes' desk that he's too busy with the main story to deal with, creating the feel that Ankh-Morpork keeps running even when there isn't a story happening.
The Tryadine Effect case which was solved by Veckert before the events told in Chapter 1 - La Notte che Cammina and resulted in the opening of the dome of St. Patrick SHIELD is never explained in details — only hinted at;
The bombardment of Moscow mentioned by Egon Kramers in Sabbie.
Loads. The names of cultures and warlords are dropped without context, only to be explained a dozen chapters later. Since there's lots of Theme Naming and Shout Outs, the audience has some clues to figure out what the names refer to before they appear on screen.
The Dagonites get referenced every few chapters for hundreds of chapters, with no explanation. Even when Dagonite characters show up on screen, the other characters just note that they don't look as weird as they expected, and move on.
Space colonies are referenced as well. A refugee from a minor mutiny on the Chinese Shaohao station crash-lands at one point, and later it's mentioned that the Soviet Tsiolkovsky Station is the communications hub for the colonies. Ceres gets a few mentions (it's implied to be a factory colony), and someone says that a character is from "Lemuria, on Mars."
The fall of Eden is mentioned more than once as an important part of the city's past, but no context is given.
Stephen Brust's Dragaera books use this in massive amounts. Paarfi's novels are supposed to be historical fiction novels within the universe, so they assume that the reader is a Dragaeran who doesn't need additional explanations. Vlad sometimes seems to make the same assumption, but other times he explains common aspects of the world for the reader's benefit. Vlad will also make vague references to his various other misadventures outside of the scope of the current story without going into detail. Sometimes he says he doesn't want to digress, and other times he's simply cryptic. Some of these do get explained in future novels. Brust intentionally includes them as possible story hooks for future novels without planning on where they'll go.
The Dresden Files contain a fair amount of them, such as the reasons for some wizards not showing up to a White Council meeting in Chicago including "He got real married", "Living under a polar ice cap", and "Pyramid Sitting".
In a case that ultimately ended up a subversion; in the first book Harry mentions that Santa Claus is real, and implies he's terrifying. Fast forward fourteen books, and we finally meet him in Cold Days, and get a good idea of why Harry would have been scared of him in the first book.
Used fairly frequently in Herbie Brennan's The Faerie Wars Chronicles. Since most of the series is set in a fantasy realm with only two non-native characters present, references to simbala parlours, power outrages, border Redcaps, or The Reindeer King of Crippenmas are pretty commonplace. Some of these are given explanations in the glossaries, and a few end up connecting to the plots of later books, but many are left entirely unexplained.
Mercedes Lackey's Heralds of Valdemar novels have a handy store of ancient history at which to hint. Some characters (Vanyel, Lavan Firestorm) have had their own books, but she claims "Windrider" and "Sun and Shadow" likely will not, since they work better as distant legends.
The Hitchhiker's Guide to the Galaxy is littered with these, with allusions to far-off planets and some of their inhabitants that are never explored in-depth. For instance, Maximegalon is apparently a planet with a very rich academic history, although it's never visited; neither is Blagulon Kappa, a world mentioned off-handedly several times but about which even less is explicitly stated. On the character side of things, Oolon Colluphid is apparently a very prestigious writer and an acquaintance of Zaphod Beeblebrox's (as of the sixth book), and some of his books have been named, but he's never personally encountered. The same goes for Eccentrica Gallumbits, the triple-breasted whore of Eroticon VI, and ex-president Yooden Vranx, who would have been part of the first story arc, but the author wound up not going there. What's really interesting is that the many of the stars and systems he mentions are real, like Sirius. This amuses people with arbitrary knowledge of stars.
There's also a bunch of almost-correct ones. There is no real-life planet called Ursa Minor Beta, but there is a star called Beta Ursae Minoris.
In Clive Barker's The Last Illusion, the story mentions a botched exorcism attempt on Mimi Lomax which has scant but horrific detail. The novel "Everville" goes into this incident with more fleshing.
Loyal Enemies has vampire kingdoms, which are alluded to a few times, and the islands, which are somewhere in Beloria, but we don't even learn in what direction.
With the Monster Blood Tattoo series, D. M. Cornish not only strives to make the Half-Continent feel lived in with side comments and throwaway lines, but he has so many side characters who appear and reappear within Rossamund's narrative that it leaves readers thirsty for all the potential other stories that could be told. There is, after all, a reason why the glossaries in the back of the books can be a third of the physical book.
Much like the Sherlock Holmes example, the Nero Wolfe series by Rex Stout begins on terms of false familiarity, and vaguely references past cases that are never fully explained.
In Michael Ende's The Neverending Story, many vague allusions are made to the further adventures of secondary characters, always accompanied by the phrase, "But that is another story, and will be told another time." Needless to say, said stories have never been told.
Actually plot-significant, and gives the book its title. In the ending, Bastian is told he can't leave until every storyline he started up is finished. But given the rate uncompleted plots have been created (several story hooks get created for every one he finishes) he'd never be done. Atreyu saves him by taking on the task on his behalf. The movies leave this out, resulting in an Artifact Title.
Neverwhere is full of this. Particularly the Big Bad's motivation for sinking Atlantis. All we get is him shouting "THEY DESERVED IT!"Neil Gaiman's work has tons of this, but Neverwhere and Stardust are particularly big examples.
Used in the Old Kingdom books by Garth Nix, and not overused, either. He's mentioned in interviews that he's not really into world-building — he just makes everything up as he goes along.
In The Phantom of the Opera, when the Persian and Raoul are searching the Opera House' cellars, the Persian orders Raoul to hide, and they're passed by a shadowy figure in a cloak and felt hat. The Persian explains he's encountered this figure before, and has twice been taken to the manager's office by him, but it's someone "much worse" than the theatre police, and seemingly not connected to the Phantom. There's a footnote in which the author "explains" that he does know what that was about, but isn't going to tell us. If anything, he just makes it more mysterious:
Like the Persian, I can give no further explanation touching the apparition of this shade. Whereas, in this historic narrative, everything else will be normally explained, however abnormal the course of events may seem, I can not give the reader expressly to understand what the Persian meant by the words, "It is some one much worse than that!" The reader must try to guess for himself, for I promised M. Pedro Gailhard, the former manager of the Opera, to keep his secret regarding the extremely interesting and useful personality of the wandering, cloaked shade which, while condemning itself to live in the cellars of the Opera, rendered such immense services to those who, on gala evenings, for instance, venture to stray away from the stage. I am speaking of state services; and, upon my word of honor, I can say no more.
Hannu Rajaniemi's The Quantum Thief features many references to cataclysmic events that shaped the world of the novel, but remain a mystery to the reader, and sometimes even to the characters due to lost historical records and memory manipulation. These include the Collapse that caused most people to abandon Earth, the Cry of Wrath, the Spike which somehow destroyed Jupiter, and the Protocol War. Some get elaborated in the later books and even become major plot points, while others remain a mystery.
In Raymond E. Feist's The Riftwar Cycle, there is a place called Roldem in the east of Midkemia. It is mentioned in a few of the books, and included in every map of the world, however over the course of more than 20 books, it is not visited at all. In fact, most of the information on Roldem comes from a single e-mail written in 1998.
In the Sherlock Holmes stories, Watson is famous for this, often referring to other cases, such as the one involving "the giant rat of Sumatra, for which the world is not yet prepared". Some of these became stories in their own right (though usually not from Doyle's pen), but most remain unexplained.
Used masterfully well in Ulysses Silva's novel Solstice. There is exactly one incident where things are properly explained by the main character (even then, it's mostly clarification on things you've picked up). Everything else is left for the reader to figure out. And quite often, everything you thought you'd figured out turns out to be completely wrong, leading to many an Epileptic Tree until the very end.
A Song of Ice and Fire: The series is full cryptic background references to various events (the tragedy at Summerhall, the Tower of Joy, "The Rains of Castamere", the Blackfyre rebellion, the Ninepenny Kings, the Doom of Valyria, etc). As the series moves on, some of them have been at least partially explained. The map is a large example too: George R. R. Martin has stated that not all locations on the map of will be visited in the story. Consider the fact that no viewpoint character has yet visited (during the story, that is) the Lannisters' home Casterly Rock, or the Basilisk Isles that show up on the map of (part of) the Eastern Continent.
Gary Seven references events and races in Star Trek: The Eugenics Wars when Roberta asks him to justify whatever their mission is - some of which the audience has heard of, some of which were just made up. Discussed when Roberta complains that she's never heard of these events or races and can hardly check up on them.
Following the tradition of the films, the Star Wars Expanded Universe and Star Wars Legends make references of their own, some of them mentioned or expanded on by others, some of them never mentioned again. It gets downright fractal at times. Try hitting Random Page on Wookieepedia and see how far you can get before finding an article with one line of description and one or two appearances.
A discussion on the Falcon from the first book in The Thrawn Trilogy, Heir to the Empire:
Lando: She's as safe now as she's ever likely to be. Don't worry about that. Han: You know, that's almost exactly the same thing you said back on Boordii. That botched dolfrimia run — remember? You said, 'It'll be fine; don't worry about it.' Lando: Yes, but this time I mean it.
The Stormlight Archive has lots of these, references made by characters to things that happened in their pasts, references to the history of the world etc. Given that only the first book of a ten book series has been released, and that Brandon Sanderson loves to collect loads and loads of Chekhov's guns it's highly likely that a lot of them are just waiting to go off.
In the Super Mario Bros.Nintendo Adventure BookPipe Down!, Princess Toadstool mentions that in the past (around the time of her ancestors) there were things far worse and more powerful than the Koopa Kingdom, but no elaboration is offered as to what she means by that.
Tailchaser's Song notes that cats have three names: a "heart name" that is given by birth and is only used by those the cat is very close to (such as family or mates), a "face name" that is given in a Naming Ceremony at three months of age and is used by almost everyone, and a "tail name" that is a private name that a cat must discover on their own. Tail names are never discussed with anyone and it's noted that many cats nowadays don't ever find their tail name. Face names like "Tailchaser", "Fencewalker", and "Whitewind" use Common Singing words, while heart names like "Fritti", "Tangaloor", and "Firsa" use Higher Singing words. It's never mentioned what a tail name sounds like. Tailchaser might have found his in the final chapter, but it's never mentioned what it is, if he did.
It's mentioned early on that, upon reaching adulthood, a cat becomes a "hunter". This is not touched upon in other scenes and is never clarified. It's only mentioned that Tailchaser, who is not even a year old yet, is too young to be considered a hunter.
"The Tamarisk Hunter": The events surrounding Lake Havasu City are referred to in-story, but beyond involving water and possibly the destruction of a water plant, it's not clear what they were.
Lampshaded continually in the series in the form of Textual Sieves. Roughly every other time they're mentioned, someone asks what they do, and are told that no one knows, since they're so sparsely described. Thursday asks Miss Havisham, and in turn Thursday 5 asks Thursday how textual sieves work and the given explanation is "it's never properly explained."
There's plenty of other examples, such as the "Boojumorial" of Jurisfiction agents lost in action ("Boojumed", or deleted), the views across the wilderness to other Great Libraries for other languages, the City of Adventure that is the Well of Lost Plots, previous disasters in the BookWorld (apparently, Titus Andronicus used be "a gentle comedy of manners", but increasingly bad behaviour by the characters turned it into the "the daftest, bloodiest play in all of Shakespeare"), and items in Thursday's TravelBook that haven't yet turned out to be Chekhovs Guns, such as String TM. There's even more examples in the Outworld, which to Thursday is the real world. Genetic engineering means they've resurrected the woolly mammoth, but they don't have ducks; Britain was invaded by the Nazis during World War II and comedy musician George "When I'm Cleaning Windows" Formby led the Resistance, later becoming President-For-Life; The People's Republic of Wales; riots over art styles and literature; the weirder parts of SpecOps, and so on.
Warhammer 40,000: Sandy Mitchell's Ciaphas Cain books have loads, some of which get stories (a reference to hunting Tyranids on a hulk, now released as The Emperor's Finest), others are not (yet) fleshed out (his encounter with a Dark Eldar wytch, and time spent on a Tau world, for instance).
The Wheel of Time novels are full of references to epic historical events and heroes, and the landscape is littered with ruins and relics of bygone ages. Some of it gets expanded on and turns out to be important to the backstory, but a lot is just hinted at to give the impression that the setting is old and didn't just sit there doing nothing until the main characters arrived.
Even happens in-universe, with Birgitte and Mat (after he starts gaining access to the memories of his past life). Being ancient characters, they have witnessed events that happened THOUSANDS of years prior and have been losts to the mists of time, so nobody around them has any idea what they're talking about when they start spouting off references.
And because time in the setting is cyclical, many of the references are in fact to actual historical events in our time, but with the details garbled by the passage of the ages. Many of the oldest songs and stories will actually be surprisingly familiar to readers.
World War Z is in love with this trope, with casual mentions of numerous events during the Zombie War that never gets explained in-depth.
Worm and its sequel Ward have many cryptic references, some of which receive later explanations or story arcs. Of the ones that have not:
The Sleeper is the most prominent example that remains cryptic, an S-class threat whose presence causes an entire dimension to be written off for reasons that are so obvious to everyone that the reader gets no explanation.
Why Canberra, the capital city of Australia is covered by a giant dome has never been explained, even when many other cryptic references have been addressed via word of god.
The Three Blasphemies are an S-Class group of supervillains mentioned to be terrorizing Europe. This wouldn't be too remarkable except it's been suggested that they aren't human.
The Machine Army is a group of self-replicating Killer Robots that have been mentioned to be a persistent threat but have only been briefly featured in the narrative once. Who built them and why has been left unanswered.
In The Epic of Gilgamesh, when Ishtar, Goddess of Love, asks Gilgamesh to be her new mortal boy toy, he angrily rejects her, listing a number of her past flings whose stories ended in disaster when she tired of them. Some of his examples seem pretty self-explanatory, but a few are very weird and unexplained (apparently one of the exes include a lion and a horse). Presumably, most of these references were pretty clear to the original Sumerian audience, who would be well-acquainted with these other stories, but no records of them are known to exist today, creating an extreme form of Parody Displacement.
Encryption Straffe: Most details in the history or status of the major technology, locations and factions could only be inferred through insider dialogue, including those crucial to the plot. For instance, somehow the key technology to human-machine interface operates on... The power of hate.
on Wookieepedia and see how far you can get before finding an article with one line of description and one or two appearances.