And a few comics!

Novels

Dishonored: The Corroded Man
This takes place about a year before Dishonored 2, and POV characters include Emily and Corvo. I really liked this one. Especially how it expanded on the relationship between Corvo and Emily. Some neat character insights too. Emily is canonically a beefcake.

Dishonored: The Return of Daud
This one follows Daud during the events of Dishonored 2 as he looks for the Twin-bladed Knife. Really cool concept that is once again brought down by Daud and his Daud-ness. “Woe is me, I killed the empress! Who can I push this blame upon to heal the hole in my black heart?!”. I’m making my way through though. It does show a bit more of Gristol that is outside of Dunwall.

Dishonored: The Veiled Terror
I haven’t gotten here yet. It follows Billy Lurk after Death of the Outsider, and how she deals with the consequences of the ending of that game.

Comics

I have not read these at all yet, and they may be hard to find.

Dishonored: The Wyrmwood Deciet

Dishonored: The Peeress and the Price

There may be more, but those are the only ones I’ve heard of.