Jonathan Strange and Mister Norrell by Susanna Clarke is pretty fantastic/terrible about that. The footnotes are often entire short stories and span many pages.
It's even worse when you're quoting some motherfucker that took PRIDE in plagiarism. Did Thomas More source his claims? No. He just made them and dared your peasant ass to say something about it, meanwhile Machiavelli is out there just copy pasting Livy and planning to poison anyone that brings it up.