The *Ender *series of books by Orson Scott Card has many stories and novels that run concurrently, including the “Shadow Series” which started with Ender’s Shadow, telling the story of Bean–a character in the original Ender’s Game novel.
Scroll down to the chart: Ender's Game (novel series) - Wikipedia
While some Discworld books take place in the far past (like Pyramids), or come before or after another novel, lots of them are just generally jumbled together and could be treated as occurring simultaneously. Quite often main characters from one novel will appear briefly in a scene in another, giving all the books a nice sense of unity.
Well, does Life of Brian count?
Only to the cheesemakers. 
Blessed are they.
Never realised that Thor was set during WWII before 
Alan Ayckbourn’s House & Garden are “sidequels” in the literal sense:
Most of Back to the Future II obviously is concurrent with the first movie.
Pixar did it again with Wall*E: on the DVD, there’s a little side story about “Burn*E” the little robot who is repairing a ‘running light’ post outside the ship (if you blinked during the movie, you missed it). Pretty funny.
And what happened to the babysitter afterwards. Yes, that was Jack-Jack Attack, which is great:
https://en.wikipedia.org/wiki/Jack-Jack_AttackArguably, Captain America takes place from 1940-something, when Steve is trying and failing to enlist, to 2012, when he’s thawed out by SHIELD. So it technically runs concurrently to all the other Marvel films up to that point.
In Michael Moorcock’s “Eternal Champion” cycle, every series is a sidequel to every other series. Two incarnations of the Champion, Elric and Corum, cross paths twice. The Sailor on the Seas of Fate and The Vanishing Tower show these encounters from Elric’s point of view, and The King of the Swords shows them from Corum’s point of view.
IIRC, Interview with a Vampire & The Vampire Lestat by Anne Rice.
Also, this is common book to book in Steven Erickson’s Malazan Book of the Fallen Series. (Book 2 takes place at the same time as book 1, Book 4 takes place at the same time as book 3… etc)
Philip Jose Farmer’s Lord of the Trees and The Mad Goblin, the two G-rated sequels to his x-rated A Feast Unknown, describe actions that take place simultaneously and converge at the end. The two books were sold originally as an Ace Double (if you flipped the book over, the other book, upside-down relative to the first, was on the other side. ) They were later reprinted in a more traditional format by Ace. Of course, since they have never 9to my knowledge) been published separately, you could as well regard them as one book split into two parts, and it loses al its interest and relevance for this thread (the same way that Ambrose Bierce deflated the significance of Leonine verses, which have a rhyme between the middle of a line and the end, by saying that they were “the result of someone discovering that a rhyming couplet could be run into a single line.”
As an old-time DC guy, my first reaction to this idea is to suggest every. Marvel. comic. EVER.
Alan Ackbourn’s three “The Norman Conquests” plays all take place at the same time in a garden party in the country, set in different rooms of the same house.
John Scalzi’s Zoe’s Tale is a first-person retelling of his earlier sf novel The Last Colony from the perspective of a teenage girl, adoptive daughter of the hero of TLC. Both are very good books IMHO and mesh well.
If we are including books, there is an Incarnations of Immortality book that is a Sidequel to all the others in the series. It retells all the other stories from the point of view of Satan, who was the antagonist of all the other books.
Well, he was alive then…
It’s been a while since I read them, but it is my impression that this is pretty much the case with all the Incarnations books. You see the same events over and over, retold from different characters’ points of view. Not EXACTLY the same events, but there is considerable overlap.
Some have criticized the series as lazy storytelling, essentially retelling the same story over and over. It is not. Taking the same events, finding fresh perspective on them with each new book, showing the different characters’ reactions and motivations, took enormous talent.
Thanks for mentioning this series. It brings back a rush of nostalgia, and a bit of research has revealed my local public library has On a Pale Horse available as an e-book. Time to re-read.
You’re welcome. I actually learned that a newer book in the series came out in 2007. I had no idea.
I was actually introduced to this series in a Sci fi class I took in college but I haven’t read them in many years. Hope it holds up for you.