After reading the questions, What are the D&D Adventure Paths? and Which Paizo Adventure Path most lends itself to 4e conversion?, I began to wonder about this term beyond what is self evident. A Google search and the Wikipedia article did not provide much more detail.
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An adventure path is a series of linked modules designed to take an adventuring party from the beginning of their careers to reasonably high level. So far, they've primarily been written for Dungeons & Dragons, although there's nothing inherently D&Dish about the concept. Generally, they have strong thematic and plot links.
As one might guess, they cater more towards people who want strong storylines. This can, depending on one's personal tastes, come too close to being a railroad. A 2010 Paizo adventure path, Kingmaker, deliberately attempted to provide a sandbox adventure path experience, but I can't speak to how successful it was.
Individual components of an adventure path are usually released on a monthly or bi-monthly basis. The first modern adventure path was the Shackled City, which was published in Dungeon; this set the paradigm for others. From a marketing perspective, they encourage subscription-oriented behavior on the part of the purchaser. While Paizo does not sell adventure paths in magazine format any more, they do use a subscription model for selling them: commit to the regular purchase and get a discount.
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\$\begingroup\$ Are adventure paths explicitly pre-determined before the campaign begins? \$\endgroup\$ Sep 22, 2010 at 18:49
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\$\begingroup\$ Yeah: customers expect the first adventure to have an outline of the entire campaign, so the GM knows where things are going. WotC's Scales of War didn't include that and people were quite upset. Of course, there's nothing stopping anyone from using one or two chunks of an adventure path in their campaign. \$\endgroup\$– BryantSep 22, 2010 at 18:56
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\$\begingroup\$ The original series of (blue covered) modules by WotC for the 3rd ed (a) did not at any point (as far as I know) outline the entire campaign and (b) did not really have to string together as a coherent campaign per se. I suspect part of the notion of the AP is that each adventure in the path should be usable all on its ownself, or in combination with one or two others, or strung together to form a campaign. In the case of the WotC adventures they formed the mechanical function of campaign play (levelling), but not necessarily the narrative function (one coherent principle storyline). \$\endgroup\$ Sep 22, 2010 at 20:06
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\$\begingroup\$ Yeah, I don't entirely think of the blue covered modules as an adventure path. \$\endgroup\$– BryantSep 22, 2010 at 21:03