An unanswered question can, in the right circumstances, be the best way to go, leaving the audience hanging, forcing them to come up with their own ideas. David Lynch has forged a fantastic artistic career by avoiding any straight answers.
Unfortunately, we live in an age of instant gratification, where short attention spans mean the quick fix is almost always chosen over the slow burn. Television shows are beginning to abandon the short story model that builds up overall stories with complete, done-in-one, hour-long episodes, in favour of long-form narratives, where an individual episode in only one small chapter in a vast, over-reaching storyline. But many of those watching are demanding answers and resolutions, almost as soon as the story starts.
There have been several good examples of this in recent years, where keeping things hidden during a television show's run is almost seen as the greatest of sins by the viewers. General consensus has it that The X-Files squandered the goodwill built up over it's first few years by a refusal to show the over-plan in any timely fashion, while Twin Peaks almost rolled over and died once the revelation behind the death of Laura Palmer was made public. (Unsurprisingly, Lynch has stated he would have been quite happy leaving the identity of the murderer a complete mystery for as long as the show ran.)
On today's screens, the poster child for unresolved mysteries has to be Lost. The chief criticism of the series, apart from Jack's constant blubbing, is that it has not answered the most basic questions of what is going on and just what the hell is up with this bloody island. But this information is the great mystery, and to reveal it would stop any plot development right in its tracks, leaving it as floundering like Prison Break, which somehow managed to flop around for several years after the characters in that show actually broke from prison.
(Although, the idea that Lost has never revealed any of its deep secrets is a patently false one, as after five seasons there have been plenty of revelations, dripfeed so slowly the sheer amount of them has been barely noticeable.)
In a way, there is almost nothing the creators can do. Any mystery they generate will lead to speculation, with many viewers of the show bound to be inevitably disappointed by any result. Unless the creators make the climax utterly baffling to the point of incoherence, the long-term effect of the series will be negligible.
In movies, things need to be resolved within a relatively short running time, with answers to mysteries resolved before the viewer's arse gets too numb. But unless those answers are just as awe-inspiring as the initial mystery, the movie will fall over.
Christopher Nolan's The Prestige, for example, is a fantastic film, full of depth and grandeur and mystery, right up to the point where you find out why all those bloody hats are lying in a gully. Then it all gets a bit dull. We see behind the curtain and the explanation that has been given doesn't stand a chance of rivalling the mystery that hid it. The actual explanation has its merits, with a use of science that could be mistaken for magic, but it's not quite there.
There is always the chance the film-makers are going for a shot at meta-text, with the resolution designed to be disappointing and showing that a magician's tricks are never as interesting once you know how it's done, but that might be reading a bit too much into it.
Comic books have an even tougher job of maintaining that mystery, with that monthly schedule forcing plot development to keep the reader coming back. Some series with relatively short-term runs, like the most successful Vertigo books, can tease out information in a planned fashion, saving the big revelations for the big climaxes.
You can’t do that with Spider-Man. While Marvel absolutely nailed the art of keeping the sub-plots ticking along somewhere around 1968, a mystery in a superhero comics needs to be resolved pretty damn quickly. You can only wonder who the Red Hulk is for so long.
Ultimately, the fine line between revelation and mystery is one that exists in the strange, unspoken dialogue between the creator and the audience. The mystery is essential, keeping things ticking along as the answers slowly come to light. If they come too quickly, interest dies, but if they look like they're never going to come at all, it should come as no surprise to see the audience melt away.
That’s no mystery.