DMs, what obscure lore have your players not discovered?

I ran a game of "Index Card RPG" with the setting "Blood & Snow". The setting includes an adventure seed where Cavemen have to search for ancient relic pillars every generation to stop an Ice Age. I never told my players, but in my mind we were playing a Warhammer 40k game and this was a world a space marine chapter used to recruit those who were strong enough.

Not "obscure", but nobody has noticed that their fixer in my cyber-magi-punk modern-day Faerun game, Mr B, who has magical abilities that should not be possible with conventional magic, who has a ton of canaries in his office, and whose guard/retinue at the bar he owns all dress in the same outfit with the same gold shirts, *might be something more than just a guy.
They're currently trying to stop Tiamat's resurrection, but nobody has asked "hey, is our fixer literally Bahamut?".

I was running a campaign on 'movie tropes'. Example: They were following a woman who left the city with a cart full of stolen gold. They tracked her to the Inn at the Olde Road, run by a nervous fella with the name Norman Bates, who told the characters about his old mother living 'up there' and things like that. The rest of the module did not follow the movie, though. Norman was not a killer, and he definitively did not kill the woman - he was actually afraid of the same thread that had taken the woman before she had reached the inn in the first place.
In the next adventure, the party completely missed the story, though I was sure at least some oft he players in the party had seen the movies. They were looking for the 'thieves guild' equivalent in a town in the far north. They passed "Genko Olive Oil Import and Export" a number of times, not even wondering why a town in an equivalent-to-Norway country would export olive oil.

They eventually discovered it, but it took way too long.
The world that I run is a purgatory for deities. So when a deity dies, the world has to make space for the new deity and can be physically altered when it does so. Naturally when the warning signs of a new deity start showing up it becomes a global phenomenon as if the world has to change too drastically it can be cataclysmic. As this is purgatory for deities, they actually exist in world, although they are limited to their domains.
In October 2 years ago, the world started showing signs that a new deity had arrived, the players immediately went out trying to track down information on this deity to see how much the world was going to change if at all. The whispers they start hearing are that the majority of the deities followers are children. But there do exist a smattering of several other kinds of people, most notably prostitutes, and sailors.
They start talking to some of the followers and they all simply refer to him as a saint, someone who really helped them in a time of need. Usually by leaving small trinkets or money in the dead of night, many had no idea it was the Saint who had left them. It just appeared, and they put the 2 together. Few if any had actually seen him, and when they did it felt like it was just a figment of their imagination, he was always gone before they knew what had even happened.
When they finally find this deity, he doesn’t refer to himself as a saint, or even a deity, simply Nicholas of Myra. He looks like an older human male, wearing a red robe with grey hair and a beard. He leaves little trinkets and mundane items, behind for people, and tries to help where he can.
The party found him 2 weeks before Christmas and didn’t realize until we were doing our gift exchange the next week that they had just gone on a quest to find Saint Nick.
- It is actually kinda sad how long it took your players to realize who they fought.
  
  They didn’t actually end up fighting him, they didn’t found out until Saint Nicholas (me, the dm, dressed in a red robe with a Santa hat) handed them all a gift in character.
  The plan was for them to realize it was Saint Nick and the following week (the week before Christmas) have a gift exchange, but they didn’t figure it out so I started the gift exchange in character as Saint Nicholas.
- "Old gods do new jobs"

There's a talking dragon waiting to share their wisdom and power with the party. He is, like, a couple hours away from the city everyone spends like a few sessions in, preparing to be sieged. NPCs are all talking about how great were the legendary times when dragons were helping dwarves with defending the city. There are dragon claw marks on the city walls. A geographer sponsored by one of my party members tells stories like:
"There was once a cavern just here, near the city, where lived an ancient dragon. And you know what? People don't talk about this place anymore, it isn't on any recent map and nobody goes here. Ever. What could be hidden there? Who knows? If only someone could, like, walk in here and take a look".
Nope, never happened. My party destroyed the whole damn dark forces army all by themselves and left the city. They are now heading to the cooking contest organised by a pixies queen.
- Cooking Conquest? Wondrous One-Shots?
  
  Wow, that seems to be a great supplement! I might look into buying a pdf only somewhere (I already have lots of maps and minis) but if I cannot find one... Well, there's never too many maps and minis, right?... Right?
- Nope, never happened. My party destroyed the whole damn dark forces army all by themselves and left the city.
  Damn, I hate that. I spend a bunch of time on a scenario, but get the balance wrong on the combat portion and the players just cruise through the encounter.
  
  Well, it wasn't all in the same session but 3-4 sessions total. Before the last combat I understood that they were never going to reach to the dragon and designed the combat differently.

I have this big-ass Shadowrun campaign I designed and wrote up backstory and shit for all the big players in it but nobody in my group wants to play Shadowrun so they haven't even discovered the surface level lore. 🥹

Modern day sci-fi game. None of the players created a combat-capable character, but they all kept trying to solve their problems with violence. Eventually I gave them a meatshield NPC (Ed First) with fast healing, because he was a clone. And he needed it - "Another botch on your firearms roll? I guess you shot Ed again."
If they had ever asked "Hey, who's he a clone of?" things might have been significantly easier for them. Because the answer was the main villain of the campaign, who wanted to genocide the human race and liked to lock his devices to his specific DNA.
- Love this. I've never had a reason to do anything like this, mostly because i tend not to have villains in my campaigns.

A recurring villain and an ally to the party were identical twins.
It seemed obvious to me. But I figured it's a classic, and likely to briefly amuse them.
The party was great at ferreting out all kinds of mysteries. This would give them a quick mystery followed by a nice "spare my brother" moral dilemma to decide.
But the party did not give a shit.
The party blew right past a villainous monologue about "my brother" and similar movie tropes. They decided it was one dude with a personality disorder, and ignored all further information.
I had a big reveal planned, but it's their world, and they had grudges against another villain so I promoted that villain to be more central to the plot. I finally fully sidelined the twins to focus on other NPCs that the party was more engaged with.
So they finished the entire campaign without figuring it out.
It's no big deal, but still funny. I never know which NPC will resonate with the players and which won't.
- That's hilarious! Honestly, that's probably how a real bunch of ~~murderers~~ adventurers would react.

The unnamed Galtian gnome merchant who exists as an excuse for me to use an outrageous mockery of a french accent is just one of a group of unnamed Galtian gnomes who escaped slavery while it was under Chelaxian rule and adopted a range nomadic lifestyles.
Admittedly the backstory just an excuse for me to continue using an outrageous mockery of a french accent in future camapigns that don't take place in the current town.

"Players, what obscure lore has your GM just discovered?"
It took 2 years and a player pointing out that the main cult in the scenario was a white supremacist cult.

Steampunk game in a kind of post-fantasy world, players run a small airship Firefly-style. They have a psychic encounter fairly early on with a kind of hive-mind community (the "Communion") that I style as a kind of massive unmoderated chat room. They basically trip over it as part of another mission, and get overwhelmed by the deluge of information; but each come away with a "gift" of knowledge they can use to learn specialist skills without spending time learning from a master.
Nobody has ever heard of this group, but they pick up a few long-term passengers who had the same experience, and want to work for passage up north to join Communion long-term. Aside from these passengers, they largely forget about Communion, except for a few times when a hostile power has tried to enter their minds - then they were able to freely spend points to buy additional mental defenses, which I described as an external force reaching out to cover them.
As they slowly wind their way north, they begin hearing bits and pieces about small towns at the northern border of the Empire falling to what the Imperial news calls "brass walkers" - things that were once people, but are now festooned with bizzare machinery. At one point they hear a firsthand account of a noble's manor falling to them - after some of the hired help unbarred the gates!
Eventually their passengers decide they've arrived, and the crew drops them off. The PCs also end up meeting a few members of Communion in-person, and the players immediately bond with them - it's essentially a psychically reinforced mutual aid society, which is catnip for my group. So when the local Communion community gets rounded up and disappeared for "insurrection", the PCs immediately set to work tracking them down and freeing them before they get shipped off - and before the Brass Walkers that have been spotted approaching reach the town!
They get their Big Hero moment, free their friends in the nick of time, slip past the Imperial Air Navy moving in to smash the Walkers, etc. It wasn't until later, when they were being interrogated by a third party, that it was pointed out to them - Walkers tend to move in force where Communion members are threatened. And a lot of the gear the party gadgeteer has been coming up with seems to use the same ideas as the Walkers' tech. One of the PCs was even remaking himself physically in a manner very reminiscent of Walker design! They don't call themselves Brass Walkers, of course - you always have to be mindful of Imperial propaganda! But some members of Communion do remake themselves physically more than others, just as my player is ..
TL;DR: Benevolent psychic hive mind that helped the players early on turned out to be steampunk Borg; revealed after one player took the first steps to self-assimilation!
- That's beautifully twisted. Would you let a player go full Borg and continue to control that character or is becoming a Brass Walker the same as death?
  
  Thanks! They can go full Borg, Communion isn't big on control. I see it more as an analogy to an online community; what looks like unified movement is more like Reddit when they got invested in the Boston bomber - some of them are quick to jump to action, and once a few go, there's a strong bandwagon effect.
  Most of the time, they can't hear them at all - the macguffin they tripped over originally was a kind of psychic repeater that ties Communion together. Without something like that, they're out of contact, and can only use the memories they already received to advance (or learn the old fashioned way). They could set something like that up, but I don't think they will; they've known how to rebuild it since the first data dump. But the player who's been enhancing himself seems pretty hell-bent on becoming a steampunk cyber-dragon!

One God is dead. Two are fakes. Another is near death. There are hints of divine shenanigans, but they probably won't notice until the plot smacks the friendly cleric NPC in the face.