@eskimo: key items are added to your inventory that state pretty blatantly enough where they are. If that's not enough, the formerly faded text on the cenotaph in Majula changed with each new DLC release to act as a clue to where the next DLC was.
Personally I'd have preferred more NPCs with dialog to give more flavor to the world, but eh.
Souls is difficult to criticize. It's an excellent series that's held to an even higher standard, so when DS2 rolled round, it's hard not to be blinded by its blatant flaws. The game is excellent and the DLCs all add a whole bunch to the mix, especially if you're playing PvP.