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You're not doing anything wrong. That's just what happens when you cook apples. My apple pies always come out with a big gap because I overfill them to create a big domed top crust. If you want less shrinkage of your filling just cut the apples into smaller pieces or pre-cook your filling.

I just heard the answer to this on the Food Channel last night. Apparently the apples lose water and shrink AFTER the crust has set in the oven. The chef on FC peeled the apples, mixed them with the sugar and spices then put them in a colander over a bowl for one and a half hours. Then he put the now somewhat collapsed apples in the pastry, poured the collected juices over them and baked it as usual.
I'm trying it this weekend

Hi jhall52 and welcome. I'm sort of a newby myself, you're going to love this place. It's very addicting.
They're all right, it's a combination of the apples receding and air puffing up the pastry. Pile your apples up way too high and then either cut fun designs or shapes out of your top crust or make a lattice.
One of my favorite ways is to make a lattice and then cut an apple shape, or autumn leaves out of crust and put it on top.
When my kids were little and my husband was out of town this was one of our favorite dinners. I'd put alot of cheese in the crust and then the kids would have fun playing with the dough and making shapes for the crust. We'd have salad, cheese, pie and milk. It was always a fun night.

I just made a deep dish apple pie this weekend stuffed with 5 lbs of apples (I didn't think the pan would hold them all but it did) and there was absolutely no gap between the crust & filling and no runny juices pooling in the bottom of the pan. The trick is to cook the apples gently for about 15-20 minutes on low-ish heat. Then drain them and let them cool (spread out on a sheet pan) before you fill the crust. You don't want to cook the apples through, just get a head start on softening them.

And be sure to let your pie dough rest in the fridge a good hour or two after mixing (or even overnight if you can) and again for about 20-30 minutes after rolling. That helps to prevent shrinking while baking.

Another take on this problem - from the Rose Levy Beranbaum's The Pie and Pastry Bible. She explains the same idea that other posters have done above - that the apples lose moisture as they cook. If you slice the apples thin (about a 1/4 inch) there will be less air in the uncooked pie, and therefore less room for recession. She also advocates a pre-pie maceration of the apples with sugar/spices, and then you take the resulting liquid and boil it down into a syrup of appley goodness, which you then add back to the apples before you put them in the crust. Perfect pie every time.

I shouldn't be necessary to precook the apples and make a syrup, etc., etc., although those techniques will probably work. A simple way to solve the problem (with less work and mess and time) is to use a crust recipe that has more fat in it than the one you are probably using. A crust that has an adequate amount of fat (shortening and butter) will "melt" down and follow the apples as they shrink and you will have no gap or air space between your apples and the top crust. If the crust does not have enough fat it will begin to crisp up before the apples have a chance to cook and it will stay up while the apples shrink. Try it. It works!

I pre-cook my apples a little and it does the trick. Just zap 'em in the microwave for about 8 minutes or so. And yes, I slice them very thin.

It's a venting problem. Try either a lattice crust (plenty of venting) or do slits - and lots of them. You must also pile the apples very high so as they cook and shrink, you won't wind up with a really skinny pie.

Yeah I am thinking that pre-cooking the filling should help remedy the gap problem.