I know it’s often called “Bonus Content,” but… I’ve got a novel (sorta) which I hope to put up on Amazon some day…and I’ve got a short story with the same characters which would go nicely at the end. It’s a separate work entirely, so it isn’t really an “epilogue.” “Appendix” doesn’t seem right. Is there a literary name for this sort of thing?
(Does it matter?)
I don’t think it really matters, but I would call it a supplement, or a supplemental story.
That works! Thanks!
A coda is sort of like what you’re describing. But I think calling something a coda implies it’s more related to the main work than your story may be.
Filler.
Aren’t such things often just a come-on for the next novel in the series? Usually the first teaser/cliffhanger chapter of the next book? I can’t think of an example where a standalone story - not a coda or epilogue - was included with a novel, barring that intent.
That’s called “marketing.” 
There are examples of authors later writing one or more short stories revisiting the world or characters of an earlier novel, and sometimes the novel is republished with those later stories included as an added bonus; but I don’t think that’s what we’re talking about here.
Little pisses me off more than thinking I’ve got another 30-40 pages of a novel to read and then hitting the last page and realizing that those 30-40 pages are the first chapter of the next novel. Not only am I going to be paying for those 30-40 pages again if I buy the sequel, but I’ll also have already have read a significant part of a novel that will probably already be too short due to containing the first chapter of the next book. Bah.
On the other hand, a bonus short story is probably better than having the author pad out a story that doesn’t need it, just to hit a word count. Although the only occasion I’ve experienced that recently was in Johannes Cabal, Detective, and that was almost an epilogue that doubled as a stand-alone short story.
I haven’t encountered that. Closest is Effinger’s Budayeen trilogy, which is the mix (common in sf/f, for some reason) of short stories and novellas turned into books and found in both forms, along with sidequel shorts. In this case, though, the predecessor and additional material was published in a separate book (Budayeen Nights). Which contains the beginning of what would have been the fourth novel - and in Effinger’s style, it’s virtually a standalone short work that only loosely connects to the rest of the book.
The teaser chapter seems to be far more common, and yes, highly annoying. I don’t read many current serial novelists, though, so that’s not something I see often, either.
Mrs. B. sent her mother a book via Amazon and was “gifted” with a teaser section in her Kindle account.
Dessert.
Different versions of Adams’ HGttG works would have things like this. In an omnibus volume of the first three stories, there was a story about a young Zaphod taking an odd job with a strange outcome. It wasn’t a lead in to any later books.
My first thought was the word “omake” used in manga/anime and fan fiction. It literally means “extra.” But it doesn’t quite work for what you are doing, assuming that what you describe “really happened” within the context of your fictional world. It’s more used for alternate stories and such. (It’s also apparently used for DVD extras.)
Perry Rodent? You’re seriously going to ring in Perry Rodent here? 
I was thinking of Frances Hodgson Burnett, and A Little Princess. Originally published as a sort-of novella, Sara Crewe, she eventually rewrote it and fleshed it out extensively, and published it as a separate work, even though the plotlines are virtually identical.
Both versions are still in print.
Charles Stross’s novel “The Atrocity Archive” was published together with the short story “The Concrete Jungle” - but “The Concrete Jungle” is an independent story, not the first chapter of the next book. Similarly, Lois McMaster Bujold’s novel “Shards of Honor” comes to a complete ending - but if you buy it in book form, there’s a short story (“Aftermaths”) about a character who is not in the novel at all (and doesn’t appear in any other Bujold story), provided at no extra cost.
A couple of the Jack Reacher books had a short story at the end that was about Jack Reacher, but from when he was much younger. One was about when he was 13 or so and living on a military base in Okinawa, and the other one was when he was around 16 and indirectly runs into the Son of Sam in New York City.
Snicker.
Not what I’m talking about. This is “bonus content,” complete unto itself. It’s a novel plus a story.
Well, I think this is exactly what I’m trying to describe… The novel is about characters A, B, C, D…etc., and then there’s a story, I want to put at the end, that tells a little more about characters L and R. It isn’t vital to understanding the novel, just a… Well, “Supplement” is the best word I’ve heard yet.
This is my dilemma. It certainly isn’t a teaser to the next book; I agree with you in despising that. But will people have the same reaction, thinking they’ve got ten more pages of the novel, and then comes “The End” and they wonder, huh? What’s this? Will the story be fun…or frustrating?
That’s kinda what I’m after.
And that’s exactly what I’m after!
Thank you all and all!
Lagniappe
A fine example is the current deluxe edition of Peter S. Beagle’s sublime The Last Unicorn, which now comes with his short story “Two Hearts” appended. It’s set in the same world, has a few characters in common, and puts a nice little bow onto the end of the story, even though The Last Unicorn didn’t really need one.