A Conceptual Sequence

Seven works by six authors form not a linear series but certainly a conceptual sequence that could with profit be read in this order:

"Missing One's Coach: An Anachronism" (Anonymous)
A Connecticut Yankee In King Arthur's Court by Mark Twain
The Time Machine by HG Wells
Lest Darkness Fall by L Sprague de Camp
Bring The Jubilee by Ward Moore
Past Times by Poul Anderson
The Time Patrol series by Poul Anderson

Several other works, including three further novels by Anderson, are also closely connected. However, the listed seven are significantly sequential, culminating in one collection, one omnibus collection and one long novel by Anderson. These three volumes draw together strands introduced in the earlier works.

"Missing One's Coach" introduces the idea of a modern man transported backwards through time into a historical period. It might have been a dream but the idea is there. Pastwards travel is essential for time travel. Without it, the Time Traveler would have been unable to return.

Twain develops this idea of a modern man transported to an earlier period but seems not to realize, first, that it would have been difficult to introduce technological innovations in the Dark Ages and, secondly, that it would have been impossible to introduce at one stroke modern technology in such a period. Twain's successors, de Camp and Anderson, spell out this difficulty and impossibility.

Wells:

introduces the idea of a temporal vehicle or "time machine," which reappears in a more versatile form in the Time Patrol series;
discusses the appearance of a time traveler on a historical battlefield, an idea developed by Moore and Anderson;
hints at temporal paradoxes, examined in one novel each by de Camp and Moore and in a lengthy series by Anderson;
colorfully describes future periods as Anderson colorfully describes past periods;
as a pessimistic Victorian, describes the devolution of humanity whereas the optimistic American Anderson refers to its evolution;
shows the Time Traveler exploring the further future as an Anderson character does in "Flight to Forever."

For his first Time Patrol assignment, Manson Everard travels from the year in which The Time Machine was published to post-Roman Britain in order to prevent a "time criminal" from pulling a Connecticut Yankee stunt back then. Anderson's "The Man who Came Early," which should be included in future editions of Past Times, is a reply to Lest Darkness Fall whereas "The Little Monster," which is in Past Times, presents the de Campian view: a modern man can survive in the past. Thus, the conceptual sequence progresses and culminates with Anderson.