The first time I encountered linked short stories, I thought I was starting a "regular," linear novel. Only as I came to the third and then fourth and then fifth chapters of Frederick Reiken's Day for Night (review) did I realize that the novel is a series of connected stories, each chapter offering a new character's perspective, shifting from one voice to another to compose a fully formed account. Ayana Mathis's The Twelve Tribes of Hattie uses a similar approach, consisting of 12 distinct narratives spanning 60 years that combine to reinforce Hattie's position as the heart and soul of this novel about the Great Migration of the 20th century.
In If I Knew You Were Going to Be This Beautiful, I Never Would Have Let You Go (review), Judy Chicurel centers every chapter on one character, Katie, but uses each to explore a different aspect of the summer after Katie's senior year of high school. Each of Katie's experiences serves to highlight not only her shift to adulthood, but the feel of one time in one place: a small Long Island beach town on the cusp of gentrification in the midst of the Vietnam War.
Likewise, in her debut novel, The Shore, Sara Taylor uses linked stories to explore a particular place--a group of small islands in the Chesapeake Bay. The short story approach here allows Taylor to examine one family across a century of the islands' history, with minor characters reappearing in later stories in bold and unexpected ways.
I haven't read it yet, but understand that Anthony Marra's newest book (The Tsars of Love and Techno) is told in a similar style. What else would you add to this list?