Other fantasy examples-
Steven Erikson's Malazan series has "warrens", which are planes of existence that also provide the power source for magic.
Robert Jordan's Wheel of Time has a World of Dreams, and it also has
the Ways as an extra-dimensional highway- though I'm not sure how they relate to the World of Dreams.
And
Raymond E. Feist's Riftwar series is about interdimensional war- with regular material planes and demonic planes interacting. It also has some kind of between-dimension realm, but I can't remember its details.