With regular photography the depth of field is quite large, even when using a large aperture on the lens. With macro photography, depth of field is severely limited and is commonly much less than 1 mm. Now, it's easy enough to produce an equation and show that the DOF is limited at high magnification, but with this posting I wanted to provide an explanation of this principle in a manner that isn't too difficult to understand.
The first part that needs to be addressed is that, like numerical aperture and f-number, the work is done at the entrance pupil of the camera. That means that the size and position of the entrance pupil will make a difference in the DOF seen on an image.
There are two factors that determine the DOF in an image. 1) The relative size of the object circle of confusion vs. the size of entrance pupil. 2) How far apart the entrance pupil and the object circle of confusion (focus plane) are from each other. These two factors will determine the DOF for near and far subjects.
As mentioned in a previous posting the object circle of confusion is just the relative size of the circle of confusion translated onto the object side of the lens.
c(o) = c/m ( c(o) = object circle of confusion, c = circle of confusion, m = magnification)
The relative size of the c(o) vs the entrance pupil is an important determinant of DOF. The circle of confusion for a typical dSLR is about 0.02 mm. That seems quite small, but with normal photography and a field of view of 5 meters, the magnification is about 1:200 and that means that the c(o) will grow to about 4 mm - in the same size range as the entrance pupil for many lenses.
Having the entrance pupil and the c(o) of a similar size means that the angle that the edge of the entrance pupil makes with the edge of the c(o) will be relatively small. That will tend to increase the DOF.
The opposite occurs are high magnification. At a magnification of 10:1 the c(o) becomes a quite tiny 0.003 mm - a thousand times smaller than a typical entrance pupil. This will tend to increase the angle from the entrance pupil and tend to decrease the DOF.
The size of the entrance pupil also helps to determine this relationship. Decrease the size of the entrance pupil (close the aperture down) and the angle will decrease and thus increase the DOF. The opposite occurs with opening the aperture up.
The distance that the entrance pupil and c(o) are from each other (the focus distance) also helps to determine the angle that the entrance pupil makes with the c(o). This factor is closely related to the size of the c(o). A large c(o) tends to be far away and a small c(o) tends to be close. If the c(o) is large and far away the angle will be small and thus have a large DOF.
With macro photography the c(o) tends to be small and close and will thus result in a small DOF.