I just tried playing adventure mode after only giving the game 400 or so out of 1000 years of "prelude" to build a world, and all the sites where towns should be were completely empty. Kind of a "coming soon - Hill Valley" time travel moment.
edit: Okay, what was actually going on was as follows - the current ("DF2010") version of the game basically has Adventure mode on hiatus - it's supposed to be basically content-free until a (soon) future release.
Sigh, good to know (thanks, Bay12games.com forums!). I woulda been wandering that desert forever!