3. TWISTS AND TURNS. These are basically smaller challenges leading towards the bigger goal, all of which keep upping the stakes of the story.
A good concept to understand is that WHEN THE HERO REACHES FOR HIS GOAL, HIS ACTION CAUSES A CHAIN REACTION THAT MAKES THE GOAL EVEN HARDER TO GET--perhaps the hero is even physically or emotionally farther away than when he or she started.
For example, there was a great film in the 90's where the main character, a man in his mid-20's, was just miserable after breaking up with his longtime girlfriend. His basic goal in the film was to get over this pain by way of meeting someone else. Fortunately (and unfortunately) he had some nightclub-loving friends who were more than willing to "help" him out. Often at his behest.
So at one point he meets a nice girl in a club and gets her number. For the first time in awhile he feels positive about things. His friends advise him to wait at least 3 days before calling her. But he just can't wait...and calls her that very night. (Again, here is our main character striving to reach his ultimate goal of getting over his pain by connecting with someone new). So the phone rings and rings...until the ANSWERING MACHINE picks up. (remember this was the 90's). So against his best judgment, he starts to leave a message. But he's nervous, so he rambles. And right when he is about to leave his phone number...her machine beeps and cuts him off.
So he calls back. But now he's even more nervous, and apologetic, and rambling. And right when he is about to leave his number again...BEEP. He gets cut off again!
So calls back again. And again. And again. Until the girl picks up the phone. We instantly realize she has been there listening to his growing desperation the whole time. He tries to laugh it off, but the girl says not to ever call there again. And hangs up.
And there it is. His attempt to reach for his goal has left him even farther from it. And now we as an audience are even more invested in this well-intentioned, but broken character's plight.
This same concept works just as well with action sequences too. Just watch an Indiana Jones movie, or Mission Impossible, or James Bond.
Note that all of these twists and turns can be pretty wild, but they do need to fit within the bigger picture, and lead our main character towards facing the ultimate turning point of the story itself.