Poor, poor orphan boys who can only access the Internet by giving cocaine to their local librarians.

You could figure out a way to make fog, and then use that to hid the end of your set. However, I think this would only work with sets that are fairly long to begin with. Here, you could use digital set extensions, but since we only have a few people around here who can do that well, that will be unlikely to happen as well, unless you learn how to do it yourself.

Usually, I just avoid showing the edge of the set altogether.

Hmm, I don't like that example too much; it's too confusing visually, and we're looking for a solution where you can actually film a whole scene, not just one shot.

The key for me as always been to have a white backdrop and a shallow depth of field; I think it worked quite well in the last shots of The River.

EDIT: I think on second thought that what you really have to do is use lighting in a way that makes the background seem entirely separate and far away from the foreground. If the viewer gets a sense of the true scale of the set because it's lit carelessly, that's bad.