Interesting Times as a Discworld fantasy novel, falls into step with Mercedes Lackey's Valdemar novels, as well as Marion Zimmer Bradley's Darkover series and Anne McCraffrey's Pern novels. Each of these series links its novels together by place, rather than by plot. The main characters change from novel to novel, although some characters do reoccur.

The Discworld series most closely follows Bradley's Darkover novels, in that each book contains a complete story, rather than a plot carrying over two or three books, as with some of the Valdemar and Pern novels.

The recurring character placed in different roles is one benefit of connecting a series by place. Rincewind figures largely in Interesting Times, but has been a supporting character in other Discworld novels. Lackey makes the same move in her Valdemar. Kerowyn, for example, is the protagonist in By the Sword (1991; see separate entry). She later...