At least two of Lois McMaster Bujold’s Vorkosigan books occur at the same time (Cetaganda and Ethan of Athos), and if you’ve read all of them, you see brief references between them (someone in Cetaganda gets a brief report of the current state of affairs during Ethan).
I had no idea either! Now I HAVE to hunt it down. And incidentally the wikipedia article on this series has a cool family tree graphic I wish had been printed in the books I have read.