gnus-fetch-old-headers

gnus-fetch-old-headers is a variable defined in `gnus-sum.el'.
Its value is

nil

Documentation:
*Non-nil means that Gnus will try to build threads by grabbing old headers.
If an unread article in the group refers to an older, already
read (or just marked as read) article, the old article will not
normally be displayed in the Summary buffer. If this variable is
t, Gnus will attempt to grab the headers to the old articles, and
thereby build complete threads. If it has the value `some', all
old headers will be fetched but only enough headers to connect
otherwise loose threads will be displayed. This variable can
also be a number. In that case, no more than that number of old
headers will be fetched. If it has the value `invisible', all
old headers will be fetched, but none will be displayed.

The server has to support NOV for any of this to work.

This feature can seriously impact performance it ignores all
locally cached header entries. Setting it to t for groups for a
server that doesn't expire articles (such as news.gmane.org),
leads to very slow summary generation.

You can customize this variable.