Most folks who take pictures beyond casual point-and-shoot party pictures know that depth of field refers to the range within which objects are in focus when viewed through a camera's lens. A larger depth of field means more of what's within the frame is in focus, and the opposite is true for a small depth of field. Folks who are familiar with manual photography (film or digital) understand that you can adjust this depth of field by adjusting the aperture of the lens. You open the aperture to narrow the depth of field, and you reduce the aperture to increase the depth of field.
What most folks outside of professionals may not understand, though, is that the depth of field is also affected by the distance from the subject, or magnification. So while I might expect opening my lens up to f1.4 to give me that glorious depth of field sought by so many amateurs like myself, I have to make sure I'm also close to my subject.
The above photograph, from Flickr user Adam Holte, demonstrates this principal nicely. While his aperture was set to f13 (which many would expect to produce a medium depth of field), he was very close to the subject - either by walking up to it or zooming in really tight - so the depth of field is still quite narrow.
Just some food for thought, and maybe even a good reason to start using that depth-of-field preview button on your SLR :-)