My online writing group used to do these monthly writing challenges (they are now less often and I don't participate anymore). One year for February, the challenge involved using song lyrics to inspire a story. I can't even remember the song anymore but it was a ballad, and with Valentine's around the corner, the stories were mostly romantic in nature.
Oh sure, it had romantic aspects to it, but it was actually the story of a woman who felt like her boyfriend was controlling her in a borderline abusive way and how she dealt with it. The story was about 1300 words long and bore the title Of Course I Try (taken from a key line in of dialogue). It won the challenge and I got a cute little picture thing to add to my signature for the website.
The summer of 2010, I submitted the story for publication. I was informed it was too short and asked if I could make it longer. My answer to that was "Of course." I bumped it up to somewhere over 5000 words, which still made it a short story, but it was now a sellable short story. Reviews were good, but one thing kept popping up. "I wanted more."
Initially my thoughts were along the lines of "but it's a short story, it's supposed to be short." Then... wheels started turning, gears started grinding and smoke leaked out of my ears--I had a way to make more work. For the holidays that year, The Ghost of Vampire Present came out, continuing the story of the heroine from the first short. Basically it's a little bit of A Christmas Carol, combined with a little bit of The Lady or the Tiger, combined with vampires and a modern setting.
Obviously, by the end of that story it was clear it most definitely wasn't the end. In fact, those shorts were only the beginning. When I started pondering more, it wasn't a little more that came to mind, it was this whole world built around the idea that vampires wanted Jocelyn. The hows and whys and whens became far too big for short stories. From the moment I conceived the second story, I knew there'd be more and those shorts would serve as prequels to the bigger story.