A digression, also sometimes known as a red herring, is anything that doesn't seem to relate to the story at hand. This is what actually propells the story forward, and it's up to the reader to figure out what is and what isn't a digression. Like pieces in a puzzle, sometimes it's not until the very end when the reader can see how they connect together that digressions make sense.

Many people use Freytag's pyramid to describe stories, but in reality, there are often many more events than those in Freytag's pyramid. A much better description is that a story is made up of digressions, which constantly keep the reader from getting to the end of the story. Without digressions, the story simply tells the necessary plot points.

Poe often used this technique in The Murders in the Rue Morgue, such as when he listed numerous witnesses' accounts of the events following a murder just to highlight one discrepancy amongst all of them.

The movie Memento is also great example of this because the whole story is portrayed in reverse chronology so a scene never makes sense until you view the one following it.

More can be found on Wikipedia.