In an age of cinematic universes and long-running series, building intrigue and posing questions is more vital than ever, but many of the biggest blockbusters on the horizon have done their homework on this front.
The Marvel Cinematic Universe is withholding countless secrets, nobody knows exactly what's going on with its DC counterpart and Star Wars: The Force Awakens weaved countless plot threads for its sequels to pick up.
The best movie mysteries are the ones which force fans to endure an agonising wait before delivering a satisfying payoff. This bunch have at least got the first part right...
Marvel Studios has been gradually revealing the location of the Infinity Stones over the course of a decade, and the suspense is too much with only one of them still unaccounted for ahead of Avengers: Infinity War.
The fans know exactly what's at stake if Thanos gets his hands on all six cosmic gems. The Mad Titan will have the power to reshape reality however he wants, and the results are unlikely to be pretty, since he's so fond of death and all.
Only the orange-coloured Soul Stone is yet to reveal its location and the fans have been speculating like crazy over its whereabouts. The most popular theory so far is that Thor's ally Heimdall is its custodian, pointing to his fiery orange eyes and ability to see "10 trillion souls" from his post in Asgard as evidence.
That idea did the rounds for a good while, but the latest theory has turned its eye to the thunder god's father, Odin. Screen Rant's Andrew Dyce has pointed out that the former Asgardian ruler's Odinforce powers could be tied to the stone, which helped him keep the peace in the Norse realm all those years.
Dyce reckons Odin is keeping the gem in his covered eye socket and has taken it with him on exile. Perhaps the answer to this burning question will present itself in Thor: Ragnarok next month?