Tolkien's main body of work is a fictional history of Middle Earth.
Anderson has about thirty volumes set in the prehistoric or historical past. See here.
Several of these works cross-refer. See here, here, here, here and here.
Five in particular are closely connected. See here, here and here.
One of these five is a sequel to an Edda and a saga. See here.
Thus, although these works are not presented as a uniform series, they could certainly be read in chronolgical sequence with enhanced enjoyment.