Backbone.js App approach not very scalable - nested views
The success function for the user.fetch statement is annoying. Just messing around, I am not sure this is any better as a whole (or if it even works):

var Util = {
    error: function (msg) {
        return function () { new Error({ message: msg }); };
    }
};

var controllers = {};

_.extend(controllers, Backbone.Events);

var events = {
    fullStory: 'fullStory',
    user: 'user'
};

controllers.on(events.fullStory, function (id) {
    var query = new Parse.Query(Steps),
        steps;
    query.equalTo("story", id);
    steps = query.collection();

    steps.fetch({
        success: function () {
            new App.Views.Steps({ collection: steps });
        },
        error: Util.error("Error loading story.")
        }
    });
});

controllers.on(events.fullStory, function (id) {
    var title = new Story({ objectId: id });
    title.fetch({
        success: function(model, resp) {
            var idUser;
            new App.Views.Title({ model: title });
            idUser = title.toJSON().idUser;
            controllers.trigger(events.user, idUser);
        },
        error: Util.error('Could not find that story.')
    });
});

controllers.on(events.user, function (idUser) {
    var user = new Parse.User({ objectId: idUser });
    user.fetch({
        success: function () {
            // I just need the username key here...
            new App.Views.Username({model:user, el:$("#user")});
        },
        error: Util.error('Could not find the user you requested.')
    });
});

App.Controllers.Documents = Backbone.Router.extend({
    routes: {
        "story/:id" : "fullStory",
        "" : "index"
    },

    fullStory: function (id) {
        controllers.trigger(events.fullStory, id);
    }
});