Cliffhangers. You’d think they should work. One problem is that you can’t be sure of the same players turning up. So suddenly the guy who was off doing something else either has to be shoehorned into the fight or left to sit on the sidelines. Even worse, what do you do about the player who was there to kick the door in but can’t make the following week? Does his character suddenly disappear? So much for suspension of disbelief. Or do you run him as an NPC? Not much fun if he gets killed. On the other hand, if you give him a free pass on the fight then the other players soon get the whiff of disbelief and the whole suspense angle deflates like punctured hubris.
But quite apart from the logistics of getting the group together, the real reason cliffhangers don’t work is that they dissipate all that carefully built-up tension. The players go home unsatisfied, raring to have the cathartic experience you snatched away. The following week they turn up, and as they’re unpacking the beer and corn chips you’re telling them it’s finally time to lay into those Pariah God cultists. Except now the anticipation has gone. It’s: “Do I have the Eye of Frigid Breath..?" "Pass the salsa dip…" "How many cultists are there..?" "Wait, where are we again..?" "Actually, before we came here, I meant to say I wanted to go to the Temple of Karakan…” Like herding cats.
What you want to do – forget cliffhangers – is aim to break at a plot point. That’s the moment, which in a movie marks the end of an act, when a revelation or reversal opens up a new possibility or course of action. Caligula has been assassinated and there’s chaos in Rome. Your capo has sold you out to the rival gang boss. Working as an undercover Mossad agent in al-Qaeda, the stakes are raised as you’re told you're going to have to plant a bomb.
That way, the players spend the week building themselves up to what will happen next. They arrive hyped and half the work is done for you.
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Addendum [27/01/19]: Michael Cule and Roger Bell-West have some interesting things to say about cliffhangers in this episode of the Improvised Radio Theatre With Dice podcast.