I my most recent DnD game I'm making an effort to push for investigation. Players are all urban types and the game is focused in Sigil, the interplanar City of Doors. First session the players are hired to find a missing agent of a semi-legitimate business. They do some legwork around town and find out he's widely know due to his unusual appearance but nobody knows any details of his life. Eventually take a gate to the town he operates out of and discover that a warehouse owned by the company he works for is currently on fire and all staff are on hand to try and put it out.
The PCs split up. One of them tries to join the bucket line and pump the people for information while lifting and carrying big buckets of water. When I say that people aren't talkative (beyond answering what the fires are current consuming and saying who they are) she gets upset. The other PC finds the company staff, makes the senior member (their contact for the job) pay attention to her, and is upset when he keeps trying to "change the subject", by which I mean he was making many statements as to his concern that the warehouse he was supposed to protect was on fire.
Any time an NPC doesn't do what a PC wants the GM is obviously doing things wrong. But then we already knew that, I suppose.
