I saw the newest Harry Potter movie yesterday, and I got to thinking afterward about the differences between books and movies. J.K. Rowling's books are a perfect guinea pig here because both the books and movies are wildly popular, so a wide swath of the population will see the movies after reading the books and go "wait a second here, they cut x, y, and z out."
That's enough of a lead-in I think, so onto the discussion (read: my thoughts). Books are, by their nature, more detailed than movies. Think about it ... a movie can be at most 2 to 2 1/2 hours long. Any lengthier and people tend to stop paying attention (Lord of the Rings notwithstanding) and begin wondering when they're going to be able to go home. These same people may happily spend 12 hours reading a book however, and there's usually enough detail in the really good stories to keep the average reader entertained for at least that long, between the multiple subplots and supporting character motivations that thread most novels.
Movies can focus on one, maybe two storylines at any given point. Books can have as many subplots and tangents as you the writer can shove into 300 pages, and have those subplots be woven into the fabric of the main story. Harry Potter and the Half-Blood Prince the novel does this several times: Remus and Tonks' romance, Fleur and Bill getting engaged, Harry and Ginny getting together, Kreacher is gone, so is anything about 12 Grimmauld Place, and an entire bit with Dobby gets lost. The scriptwriter of the movie decided, rightly, that we want to mostly see the story directly involving the Golden Trio. But to do that, the scriptwriter was forced to cut out huge swathes of the book, losing a lot of the rich characterization those subplots afforded.
Side note: Joe Queenan over at The Guardian wrote an article recently about movie novelizations and how they work (link taken from Pimp My Novel -- thank you Laura and Eric!).
I'm not saying books are better than movies, and if this post came across that way I apologize. Both forms of storytelling have their pros and cons, and there's something magical about watching your favorite books come to life on the big screen (anyone else think Dumbledore looked cool in the scene with the Inferi?) that can't be described. So in the end, movies made from books will almost inevitably leave things out in order to translate the story from one medium to another.
Doesn't mean it's bad. Just means it's different.