You would think this topic would have been brought up before or implemented, but a search for 'fog of war' just brought up some threads on adding lighting systems. Basically, my suggestion is that if an area cannot be accessed by your dwarves and none of your dwarves have been there for a while, it should eventually just be undiscovered. For example, if you dig into a cavern but immediately wall off the hole, you will instantly be unable to see any creatures moving around down there, which would make sense since your fortress would have no way of knowing if a forgotten beast had appeared. You would still be able to see the actual terrain of the cavern, like the walls and floor, for some time until the dwarves that saw it eventually forget what it was like. After that, it just becomes another patch of black on your screen, like all the other hidden caverns.
This would also apply when you dig out a room and have constructed walls built around its perimeter and to your annoyance the once-exposed rock behind the constructions is still visible, or when you wall in your fortress. If your dwarves are stuck underground, it doesn't make sense for them to know if siegers are still camped above, if migrants came, or if the traders are up there wanting to sell you some stuff. Depending on the player, it might be a good feature to not be bothered by migrants and caravans, or a bad thing to not know what's going on above.
Any thoughts about this suggestion?