Harry Potter Novellas
They weren't full fledged stories but instead little vignettes about various events and people in the world of Harry Potter. It helped flesh out a bunch of the characters that are key to the series. I especially liked the sections about different subjects of magic and how they work in the world. Things like getting all the details about what it takes to become and Animagus or finding out more about potion making were really cool.
I've read some of the other short tie-in books before but these were much better. I can easily recommend them to any fan of the series.