Pretty much all of the NPCs have their little stories.
Anri, Horace, The dude with the shell on his back, the lady that appears after he dies. They are all tied together and can play out differently depending on the steps taken.
You can have options that branch. Kill horace or not. Tell Anri about horace or not. Talk to anri in the church or not. Kill the guy hidden in the church or not.
The Onion dude and ... Patches and the little thief you first rescue are tied.
Getting Onion dudes armor back will allow you to save him from the well, which will allow you to summon him for the Yhorme fight.
The other maiden you find in jail, the guy guarding her are tied...i think the fire maiden also.
Finding/giving her eyes can turn her into a new fire maiden.
There are a few people that sell magic stuff you can find. If you buy too much of "dark" magic from one, another might not sell anything else to you for example.
I know depending on what you do, the other guy that shows up at fireshrine in the beginning changes as well as a lady dressing in white armor sort of.
Some only stay if you use them to fight a boss. Some will only be able to be summon for help if you did something specific, etc.
Sadly DS3 tells you none of this ahead of time and all needs to be figured out...or read online.
If you dont speak or do something at the right point in time, you can easily break the chains and have to restart/retry to get them correct.