Volume Two has three other novels.
Spawn Of The Winds In The Moons Of Borea Elysia
These books continue following the adventures of Crow and DeMarigny.
Spawn Of The Winds is interesting though. While it still goes with the series, Lumley creates altogether new characters and heroes for this adventure and barely mentions Crow or DeMarginy at all! They do tie in later though, and quite nicely.
This is another great series put together by Lumley, and I'm just so happy they finally rereleased some of his earlier work, and economically too.
A related book of short stories that fits in nicely with this series is The Compleat Crow.
Big tip! If you are like me and want to read virtually all of Lumley's works, then I highly suggest reading the Dreamlands saga after reading Spawn Of The Winds in Mythos Omnibus Volume Two. These books take place before In The Moons Of Borea (Unfortunately I did not know this and well, it blew it a little for me I think).