Stories can be just about actions and not character. The reader identifies with the protagonist rather than empathizing and becomes the character doing the actions. They can get a jolt from the mental pictures and imagining themselves in certain situations and around certain people. This is no doubt a great sensation, much like a roller coaster, but it's not the deepest way a story can touch you.

Even more powerful is identifying and empathizing. Where you feel you are on the journey but along the way learn more and more about this character you are following. At best these stories can also be a wild ride, but really they are about getting to know characters. One of the most pleasant things we do in life is get to know interesting people. We learn from them and emulate them. We are inspired by them and encouraged by them. Roller coasters get boring while people are endlessly fascinating.

Stories are the best way to get to know somebody you can never actually meet in the flesh, but single storytelling medium will give you the breadth that they all can.

Thoughts, Motivations

Something we never will learn of people we actually meet is what they are thinking at any given time time. This is something you can only thoroughly get from prose works like novels and short stories. In movies you may feel like you've come to know somebody but it can't be as deep as it would be with the added dimension of psychology.

Interactions With Others

We may now understand the character further having been given some insight into their mind but another aspect of a person is how they deal with others. A great portion of our lives is interacting with other people. One of the prime ways we judge people is on their abilities in the social world. No portrait of a character would be complete without a thorough idea of how they behave around others.

Quirks, Mannerisms

It's easy for characters to seem stock. Without the shadings of personality a character won't come to life. Nobody does anything exactly like another and we notice these things. They may not even be crucial details. It might not be how quickly a character loses their temper but the way they wash their hands. These are the type of details that help make that person more memorable and unique.

Physical Appearance

As much as we try not to, we judge on physical appearance. At the very least the appearance of a character will affect our conception of them even if not an outright judgment of whether they are good looking or not. Tall people are intimidating just as well-dressed people are assumed to be better off than others. It's just another facet of a character that helps make them more real in reader or audience minds.

Actions Under Pressure

Just as interesting as looks, social interaction and thoughts are the actions they take when faced with dilemmas. Desires of a character are telling and we get a good look at what they are when we see what they do. When faced with life and death does the character use an elderly lady as a shield to stop the bullets of an assailant or brave death and save others instead.

Casual Times

Not every situation is a life or death situation, but still each tells us something. It's also insightful to see what a character does not find important. Does your character apply for a job and decide when they demand he pass a drug screening that would rather do drugs than become employed? These are things that speak in less profound but no less interesting ways about who characters are.

Don't expect a single story to fully explain who all these aspects of a character. To capture the whole of a person will require many stories in different media that can best illuminate these various attributes. Each medium has stories that are best told there and each one has something special to say about the character. Don't try to stuff a certain kind of character development into the wrong medium. Use each media to its maximum potential and give your audience more of this world you've created.