I was thinking of how Dwarves immigrate to your fortress, but none of your dwarves ever seem to leave your own. My idea is that dwarves could become dissatisfied by their role in the fortress, and leave to pursue their dreams elsewhere.
This could be based on various factors such as whether it contains things that he likes, how valuable it is compared to other forts in the world, how often dwarves die and so on.
Depending on their personality, they might decide to head out on their own one day, or wait for a trader caravan and leave with them. Their personality might also affect their decision to leave in the first place.
I imagined that when they wanted to leave, you'd get an announcement along the lines of "Urist McImmigrant is planning a journey.", followed by "Urist McImmigrant is packing up his belongings." and finally "Urist McImmigrant has begun his journey." You could order your mayor or manager to try and convince them not to leave if they're a particularly valuable or likeable dwarf, with it being easier to convince them when they're just planning, and getting a lot harder with each subsequent stage. If they are physically stopped from leaving, they would go insane.
And once they've finally left the fort, there would be a random chance (based on skills and wounds at the time of departure) of them being added to a list of characters that would have the potential to immigrate to a fortress in the same world, even one of your own.
Searched, but couldn't find anything similar. Apologies if its been considered before.