Pratchett resisted mapping the Discworld for quite some time, noting that a firmly designed map restricts narrative possibility (i.e., with a map, fans will complain if he places a building on the wrong street, but without one, he can adjust the geography to fit the story).
Pratchett's stories do tend to be take new paths, though they keep to the logic of the characters and institutions. I hadn't thought of it before, but he's somewhat like Vance that way--delighting in coming up with new environments and making the weird work. By now, of course, Pratchett has written so much about Diskworld that new paths tend to intersect old ones and solutions to one book's problem wave their hands wildly from the back of the room in newer books.
Tolkien, on the other hand, created backstories and maps galore. They seem to have given him a framework to build his story around. So when he told his story it had a sense of depth; there were things he knew about in each odd corner that didn't come into this story, and you could tell. Unfortunately the backstories were rarely anywhere near as good as the ones he published.
I'm missing a phrase here to describe the difference between the two extremes of story-telling; but I flatter myself that I can tell the difference.
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I'm a big Heinlein fan, and always enjoyed his "Future History" timeline. He put some effort into keeping it consistent, though he'd written many stories that didn't fit into it. Late in his career, he adopted a big messy all-possible-worlds theme that allowed some of his characters to travel among his various storylines.
And it didn't feel very satisfactory. Crossovers don't usually work, even when you are crossing over with your own worlds. Asimov tried to tie together his robots and his Empire series. I didn't think it worked very well.
Fill-in-the-logical-gap sequels don't usually work very well either. Ringworld was fine, but the rest of the series read as though Niven was more and more tightly constrained as he tried to make things consistent.
Yes, those later stories were pretty self-indulgent. The earlier Heinlein would have kept a better grip on the plot, but he got distracted by how much fun it was to have all the characters meet each other. The multi-dimensional gimmick allowed him to ignore how the back-stories were inconsistent.
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