I watched the three 'books', and the finale movie... why do I think I am missing something?

I have seen several screenshots I don't remember seeing during the show (not that means a whole lot, I often video game while watching shows), as well as read a couple comments around reddit that seems to indicate there is more to the story than is covered by what I saw.

I have found the 'legend of korra', which I haven't watched yet, and I am leery of searching for much due to spoilers. So, aside from that, have I seen all the avatar shows and am just tripping? Or is there another season?