Even Don Quixote was published in two parts, separated by a decade. In fact, there was so much clamoring for a sequel that someone else wrote a sequel and then Cervantes spends a bit of time (Chapter 59) in part two dealing with the author, Avellaneda.

BTW, if you like Russian literature, I recommend Possessed by Elif Batuman. It is her reading of Russian lit and a recounting of her travels in Russia and Turkey during graduate school at Stanford.