I've found that live music offers one of the best mechanisms for this. You start out with interest in <major band>, and go see their show. They're on tour with <midsize band> opening for them. You like <midsize band>'s set, so you go see them when they headline a show a few months later. Since they're a smaller band, it's a smaller show, so they have <small band> opening for them. You like <small band>'s set so you later go see them play with <local band>, and so forth.
As the shows get smaller it becomes more common for there to be 3-4 bands on the bill, so the rate of exposure increases. Combine that with the greater sense of community that's common at smaller shows as well as mechanisms like Spotify's related artists and it becomes easier and easier to find new music the deeper you get.
It would be cool if a similar thing was more common with other art forms. What if more movies were preceded by a short from an up and coming director (like Pixar tends to do)? Trailers fill a similar role, but not quite the same. Or what if books included a few recommendations from the author rather than just a list of other books from the publisher?