How do you approach campaign planning when the players take the story in an unexpected direction?

In a homebrew campaign, the party starts in a city with a few problems to solve and hooks pointing toward the next location. Instead, they latch onto a minor detail and head somewhere completely different. That choice creates some fun adventures. but it also leaves the original overaching plot behind.

How would you handle plot development from there? Would you adapt the main conflict to involve the new locations and NPC's or let each adventure stand on its own until a larger story emerges?

I'm especially interested in advance on connecting story arcs without making the players feel pushed toward a predetermined route. What makes an episodic campaign feel connected and build toward a satisfying payoff?