Twin Peaks: Fire Walk With Me was a pretty lousy prequel, though not on the level of Phantom Menace.
Peter and the Starcatchers by Dave Barry and Ridley Pearson (2004) is an amusing prequel to James Barrie’s Peter Pan, IMHO.
But I echo CalMeacham’s comments about Horatio Hornblower. The earliest books about the young Hornblower are so much better than the first-written books.
I don’t know if these quite count, but “The Gloria Scott” and “The Musgrave Ritual” are Holmes telling Watson about his earlier cases, before they met.
The Final Destination <shudder> was the fourth one, followed by Final Destination 5, which was awesome.