Matt Brandon of The Digital Trekker did such a great job of explaining how depth of field does not change with focal length (considering aperture stays the same) that I am not going to type it all up again, but instead, link directly to his post.
What Matt says in this post is fairly simple for some, but mind-bendingly difficult for others to conceptualize. We’re all wired differently but I think Matt’s way of explaining the concept works well. Basically he’s pointing out, through a clickable image, how depth of field does not change with varying focal lengths.
The important caveat here is that he kept the subject the same proportions in the field of view. You have seen this in Hollywood films and it is known as the Vertigo or Dolly Zoom effect because the camera is moved closer, or further, from the subject on a dolly to keep proportions the same while changing focal lengths. [more]