According to Hollywood legend, the studio making “The Big Sleep” couldn't figure out who was supposed to have killed the chauffeur, because even when all of the other plot threads were more or less tied up, there was still no explanation for the chauffeur's demise. So the screenwriters called up Raymond Chandler, the author of the book- and he didn't know the answer either.
This is actually an effective element in creating the nightmarish quality of classic noir. The plots and the counterplots, the lies and deceptions, the betrayals within betrayals and the constant ambiguity- all of these things are essential to the noir atmosphere and aesthetic, and one way to create that atmosphere is to keep piling on the mysterious plot threads.
The theory, of course, is that all will eventually be resolved. The reality, as in “The Big Sleep,” is that this isn't always possible. Sometimes the writer has gone so far off the deep end with the twists and turns and red herrings that he can longer cut the Gordian knot, and the mystery can never be completely resolved. This is frequently seen as a problem in other types of story, where fans have dubbed it the “Chris Carter Effect,” meaning that even the most loyal fans may eventually lose faith in the ability of the writer to resolve all the mysteries he has created.
In film noir, though, it's all just part of the mood!