Cliffhangers, among other things.
Take Brian Jacques' novels, for an example- he normally has three "books", or parts, in each novel, for different reasons. In one story, it showed time difference, and in others, a difference in the way the main characters thought or something similar to that. In my novel, I plan on splitting it into parts to show just that- a slight difference in how and what my characters think and do.
Why are movies/plays/etc split into three acts? Like Star Wars: A New Hope, just to make my point.
First part- finding out about the characters, Leia gets captured, meeting Luke the farm boy, showing just how incredibly evil Darth Vader is, and so on.
Part two- the very unlikely heroes rescue the princess, escape the Death Star, and lose Obi-Wan to Darth Vader, who let them go.
Part three- they meet up with the rebels, find the Death Star's weakness, and destroy the monstrosity while the (again) unlikely heroes save the day, with a very satisfying ending that wraps things up nicely.
While I'm at it, I'm just going to add that I don't think it's wise to actually end a book with a cliffhanger. Sure, it make sure that the readers have to read the next book, but they have to wait that much longer to finish the story.
