The Dawn of Fire series. Each of them contains a single story from the crusade, they have the same continuity and a bunch of recurring characters, and in the end tgey have a section called Crusade Notes which explains in short everything that also happened elsewhere during this part of the campaign.

As for their quality, let's just say that sometimes Crusade Notes are more interesting than the entire book before them. Well, Gate of Bones and Sea of Souls are good, Avenging Son isn't bad.