characters who just disappeared?
I'm guessing that they didn't know the show was going to get cancelled and that they were planning on bringing some of them back at one point or another, but they inadvertently ended the story lines of his ex-wife, his lawyer, the girl (Rachael), and Jack Reese without any resolution. With Jack Reese, they had Roman tell Dani that he killed her father (without much reaction from her over it), but they had probably already heard about being cancelled and were just trying to wrap everything up as best they could under the circumstances.
It was one of the best cop shows ever created with an interesting premise to start. 10-15yrs ago, a show such as this would been allowed to survive and cultivate a following, but those days are long gone and NBC which has made mistake after mistake under the new rules of tv, failed their viewers again with the cancellation.