About a year ago I started an attempt to read through *most* of P. G. Wodehouse. I'd figured out, from what I'd already read and from checking wikipedia, that a big chunk of what he wrote is loosely in continuity. Any time he reused a character or a setting in more than one story, that story is in continuity with every *other* such occasion. I'm about a quarter of the way through that mass of interconnected stories now, and it's turned out to be one of the best reading choices I've ever made.
@imallmostgone I've a list I'd be happy to send your way. Msg me if so.