Pyramid of Support
A climactic ending is something that needs to be built up. Near the begining of every scenario, heck often the first scene, the potential climax is presented. The best example is in Movies, Jaws for example. From the first scene, you knew it was going to come down to the Sherriff and the Shark. In Gone with the Wind, Scarlett Ohara was lectured about 'The Land', so you knew she was going to understand its value. In any of the versions of the Three Musketeers, you get an inkling soon after the first fight scene that the Cardnial's right hand man is the main dramatic bad (for D'Artanian anyways). These are just a few of thousands of examples. So when setting up the scenario, try to bring in elements of the Climax in at the begining, even if it is just a hint in the background. The players might not be conscious of it, but it will evetually click in their mind and they will be satisfied with it.

Every climax needs to be built up. Dramatic tension must be built up on a solid foundation of example. Something straight from every Storytelling 101 class. A lovely tool to do this, borrowed from our Author friends, The Pyramid of Support. It is a tool that helps us show: Nothing happens without a reason. The more powerful or important something is, the more the GM needs to both explain and foreshadow it. And what is more important or powerful than a climactic event or foe? The power or importance can be expressed in simple explanations, in rumors or stories the characters might hear, or the characters could see the results. Eventually you will have small encounters of lesser minions of the big threat. Then greater threats. Then it will show that this powerful/ important thing is important/ powerful AND THE PLAYERS WILL KNOW IT.

The more evidence and support you make for a claim, the more willing people are to believe it.

If you want your characters to respect and fear a 'powerful force' show them how powerful it is. Otherwise, they will yawn, attempt to fight it, and then bitch about their characters being dead or enslaved.

The same things for importance. The more important something is, the more it should show up. It should be foreshadowed by lesser events. Then when it appears, players will go 'OH YAH, of course!' or 'There it is, I was expecting that' rather than 'Where the h*ll did that come from?'

So to review...
1) Show it early, make it pay off often.

2) Set a foundation for the important/ powerful thing to exist. Rumors, world pack entries, NPCs mentioning it.

3) Begin to show glimer's of its power/ importance.

4) Have these 'showing events' appear as time progressing, growing more powerful/ important as time goes on.

5) Thus when the powerful/ important thing finally shows up directly, players will be appropriately respectful/ fearful, and play accordingly.

6) Thus when the climactic thing shows up, everyone gets a feeling of closure and completeness.

It is easy to do, just think of the Pyramid and do it.

In fact, see my comment here. It is a good example of pyramid.
http://www.rpgcitadel.com/content.php?node=69

The foreshadowing occurs in the first few scenes, as you a) find out about the Shaman and his ancestors and b) you learn about people hating the orcs. It builds from there, making for an exciting ending.

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