All locations, characters and props must have a clear function outside of the immediate story in order to be plausible.
In the Bleach universe there are these warriors called Death Gods that live in Soul Society (a spiritual realm) and patrol the mortal realm keeping evil spirits called Hollows from killing us humans. Early on they make it quite clear that the average low-ranking Death God is more than capable of handling this job, yet they have thirteen insanely powerful Death God Captains who only seem to exist so our heroes can fight them later. They don't even govern Soul Society, a council of ordinary guys do that, so what did they do before our heroes rocked up?
In Harry Potter and the Philosopher's Stone, Harry, Ron and Hermione must win a magical game of chess to move forward to, well, the stone in question. This chess game is supposed to be a security system designed to keep people out, but no wizard in their right mind would have put it there. That is, unless said wizard thought he was the only one in the wizarding world who knows how to play wizard chess.
There is a fantastic sequence in Galaxy Quest where Tim Allen and Sigourney Weaver must weave (heh heh) through a labyrinth of dangerous engine machinery that serves no purpose other than to crush and maim them. If you haven't seen this movie I seriously recommend it, it's full of so many great moments of satire like this.
Mutt and I are currently tackling this problem in one of our concepts. We have a protagonist and we have a story, but we haven't nailed down what he does when he's not adventuring. It doesn't matter that we probably won't see him much outside his adventures, it's necessary to keep the universe plausible. Besides, you never know how it might come in handy later.
Can you guys think of any examples of this?