Well, there’s a couple things here. First, I have done several captions which hook up together, like these two, and I do enjoy expanding photo captions into larger vignettes, though there are a few issues. First, linking up captions requires finding two pictures which are easily related, and considering how long it takes me to find most of the pictures I use, that is the largest obstacle.
That said, I agree that there isn’t much room for characterization/story development in a caption, though I’d reply that this is kind of the point. Still, with the new schedule, I’ll be expanding popular photo captions into longer pieces each week, so hopefully that will give you more of what you’re looking for.