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Sometimes compound verbs of the form verb-stem + verb are a predictable meaning based on the suffix (eg X+はじめる is 'start to X'), but a lot of them aren't, and as mezbup says +込む is in the latter category. So there's no particular fixed relation between the two verbs, and sometimes (as with 落ち込む : to feel sad) you can't predict the meaning at all.
There's a loose analogy with English verb+preposition compounds (eg put up, shut up, wake up...)
Joined: Aug 2008
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Your three examples show this problem mezbup and pm215 are talking about well. here's my "literal" translations:
申し込む - to be called in? to say in? Well, i'd say that 込む has the "into" meaning here, as in the third word, but more abstract.
買い込む - to be engrossed in buying
閉じ込む - to close in (to lock something up)
I think Fishfaces links are bad, because they are trying to give one explanation to the 込む suffix and are failing. It obviously doesn't mean "engrossed in" in 閉じ込む, and it doesn't mean "included" either, so both those links missed that whole meaning which is used in other combinations as well, such as 踏み込む. I didn't read the whole forum one so maybe they actually got it right later.