Brace yourself for the stupidest question ever.

[Sterling]

Using a 35mm (for example) lens at a distance of .15 m (approx 6 inches), the dof at f/2.8 is 2mm while at f/16 it is 9mm. So in a relative sense it is a huge difference. In absolute terms, not so much.

A Flexible Depth of Field Calculator

[FormElement]

Confusingly, Osmosis and Sterling are both right. DOF is also subjectively affected by focal length and total depth of scene. If your total depth of scene is 10x your DOF, then you will have substantial out of focus areas. If your total depth of scene is only 2-3 times your DOF, then your overall sharpness will seem greater.

If you use a wide angle lens, then your focus falloff (how fast things seem to go out of focus in the image) is offset by a greater ratio of subject to background. Background elements, even though they are exactly the same amount OOF (out of focus) as they would be with a longer focal length at the same aperture, are also a lot smaller on the sensor, so are effectively sharper from the standpoint of the viewer. This is why you will often want to use a telephoto lens for portraits, because the background OOF areas are so much larger relative to the subject, and therefore look a lot softer.

Here is another, very useful example to fill out your understanding on the links above. This one really helps to demonstrate the effect I am describing.

DOF2

If at some point you become really obsessed with super extended focal depths, then you will ultimately end up doing focus stacking or buying a tilt-shift lens.

[drr0b]

That's really useful info to know ! I've been learning about how focal length affects DOF since I recently bought my 70-300 IS USM lens. To my new eyes, the DOF is insanely shallow, even at quite narrow apertures.

[LeeR]

You have received good advice thus far and I have nothing to add to what has been said except this; I would really encourage you to set you your own experitment and try it for yourself. There is nothing like taking your own pitures with your own equipment and seeing the results for yourself. It will bring the point home like no amount of reading ever will.