I'm probably out of date, but I use DVIWindo (32) (version 2.2.4) to preview the DVI files I make. It draws a blue box around the rectangular area used for text; it's turned on and off with the "Draw Text Outline" checkbox under "Preferences". Usually this blue box is exactly the dimensions of the text block, so if a word breaks the margin, it's obvious. However, if a display created with \begin...\end{align} breaks the margin, the blue box is drawn so that the display just fits within it, which means that on a page with no margin breaks, the blue box looks way too big. This doesn't seem to occur with other equation environments, like equation and gather.
Does this mean anything, or is it just annoying? It seems that no matter how big the blue box gets in this situation, the text block falls on the exact same place on the page when I make a PDF, which is what everything I make ultimately ends up as. The DVIWindo help says, "This text outline is not always meaningful since it is based on incomplete information obtained from the DVI file."
alignand similaramsmathmulti-line display structures must treat the entire contents as an argument, as they read it twice in order to measure the width for proper placement. some more extensive explanation appears in the question What is wrong with the following definition? and others cited there. i'm really surprised you don't get the same effect withgatherwhen a line is wider than the page. – barbara beeton Jun 20 '13 at 17:46