For instance, in Finding Nemo, Marlin the clown fish repeats something he said at the beginning of the movie--"You think you can do these things but you just can't, Nemo!"--only this time he says it to Dory, finally causing him to recognise his fear and need for control.
At the beginning of every story are the things that need fixing*--all those things that the hero knows are broken in his world: his dad isn't proud of him, he doesn't fit in, the cute girl won't notice him, he's a nobody... the list goes on and on. Added to it are the things the hero doesn't know are broken but the readers do: the hero is selfish, he's a coward, he thinks he can do it on his own, etc. It's important to get these problems set up at the beginning. Then you can use call backs to weave them in throughout the story.
In the middle is where these problems get tackled, although they won't be fixed until the end. Call backs remind your readers that the problems are still there and are being dealt with.
Running gags are similar to call backs--they keep the story cohesive while throwing in a little fun. A running gag is a funny thing that keeps popping up in the story--sometimes to add interest to a boring segment of exposition, sometimes to help lighten up a sad or scary moment.
In The Adventures of Tintin one of the many running gags is Captain Haddock's obsessive consumption of alcohol. It's funny, but it's also a serious problem that's ruining the captain's career and which he must overcome to achieve his goals. Ha! Two birds with one stone.
Do you like call backs and/or running gags? Think they're overused? Know of a great example from a book or movie? Comment away!