Fields are continuous; contour lines and field lines are merely discrete, representations of them.
Take for instance a hill and its representation on a map. The map shows discrete lines showing regions of the same elevation, and are (depending on the scale of the map) usually spaced at a certain interval of maybe 10m, 50m or 100m of elevation. But if you were to try and visualise the hill from those contour lines, you know that it's not just a series of steps; the surface of the land varies between those lines with a slope.
It's much the same with field lines and magnets. There is still a magnetic field between your 'field lines', it's just that the magnetic filings disperse in this pattern (probably as the previous poster suggest due the attraction of individual filings to its nearest filing). I'm willing to bet that as you reduce the filing size the less obvious those 'field lines' become.