This will be a SF based list, since that is what I read.
Kirinyaga stories, by Mike Resnick, Vol 1
Kirinyaga stories, by Mike Resnick, Vol 2
I've only read one of the stories so far, but it was great. (he has lots of other stories too, but I haven't gotten to them yet)
"The Kirinyaga stories are perhaps Mike Resnick's most acclaimed series of short stories. An African tribe relocates to a terraformed world to escape modern Kenya and live according to their customs. All of these stories were either nominated or won Hugo and/or Nebula awards."
Eon series by Greg Bear (they don't have the 3rd book Eternity, but each is pretty stand alone)
Actually, quite a few of
Greg Bear's novels are multiformat.
All the short stories that I suggested
here.
A few series that I haven't read but heard lots about
:
Honor Harrington Series
Vorkosigan Series
Dray Prescot Series