Its always a bitter sweet moment as a game draws to a close and also a slightly paranoid one as well. Both GMs indicate that their games have about a session left, but it is often the case that players can have a very different opinion about this, so do watch this space.
Whether its not wanting to let go of a character that you feel you are just getting to know or just not wanting to leave things undone, there can be a sense of players just not stopping. I wouldn't necessarily say that this is character momentum as it can equally be a result of disorganization, fumbles in game or the sheer obsession of a party's mindset. Basically straying from the path is technically a separate adventure in and of itself and more often in GMing I see the glazed look of a crazy idea solidify across a players face and transform into rational determination and he shoots off into the distance in search of experience points.
Whilst we joke about this sort of thing in the Roleplaying community all the time this would make a good Derren Brown episode. The extent to which someone can convince them self can be enormous bordering even on hypnotic; arguing is one thing but once an internal psychological battle has been won then there is no reserve and beyond this it is only at the stage of being surrounded by dead bodies that one stops to ask 'so how did this happen...'. Its one thing to bring yourself down a peg or two but another to explain that to the local law enforcement. Excepting of course those that thrive on genocide which is always a bit worrying when we catch up on some other peoples gaming news over the past week....
Anyway, despite the club game cycles being relatively short at about 2 to 3 months, longer campaigns can simply be chopped into chapters which is more satisfying I think. We have some long standing campaigns that are still open such as GM Julian's excellent Warhammer Fantasy and Gm Bill's Game of Ice and Fire where we are forever upgrading our Homestead duck by duck to eventually overthrow Kings Landing. I fully expect this to be the Finale of the TV show.