Claire North's most recent book (The Pursuit of William Abbey) has a paragraph in which someone lists a bunch of rumors of weird events, and they're essentially North's past bibliography. I guess this straddles the boundary between setting series and non-series.
A couple other variants of cast series are:
-One secondary character who shows up in everything. I feel like this may be a kids-book thing; the two examples I can think of are the Chrestomanci series (originally, before it started developing more continuity) and Bruce Coville's magic shop books. -The thing Tana French did with the Dublin Murder Squad books: each protagonist after the first book was a secondary character in a previous book, so by the time you get to the last one I think they're three or four degrees of separation away from the original protagonist. I can't think of any other examples of this, but I wish I could!
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A couple other variants of cast series are:
-One secondary character who shows up in everything. I feel like this may be a kids-book thing; the two examples I can think of are the Chrestomanci series (originally, before it started developing more continuity) and Bruce Coville's magic shop books.
-The thing Tana French did with the Dublin Murder Squad books: each protagonist after the first book was a secondary character in a previous book, so by the time you get to the last one I think they're three or four degrees of separation away from the original protagonist. I can't think of any other examples of this, but I wish I could!