Where does the Buddha compare the Dharma to leaves on a tree? There is a story in the Pali Canon where the Buddha compares the Dharma to leaves on a tree. If I can give a very approximate quote to what I remember


  The dharma that I have taught is just a handful of leaves. The Dharma
  is actually all the leaves in all the trees


So the point been that there is a lot more to the Dharma then what the Buddha is teaching at that point. Can anyone give the exact reference for that story - I'm fairly certain it is from the Pali Canon.
From the Pali canon perhaps it's the Simsapa Sutta (see here and here).

The main message I get from that story is a bit the opposite of what you suggested: i.e. not that "The Dharma is actually all the leaves in all the trees", rather that the central doctrine is only the four noble truths (stress; origin of stress; cessation of stress; path of practice leading to the cessation of stress).

I think there are other suttas in which he said, "I have taught one thing and one thing only, i.e. dukkha and the cessation of dukkha.