What about movies that happened when a show was still running? The first X-files for example. The animated Transformers movie also took place between seasons 2 and 3, setting up the new status Qou.
Several anime movies as well, such as the recent Spy X Family and several of the Lupin films. I think there's a decent amount of American cartoons (Mostly comedies or 80's Saturday Morning fare) which also have had movies during their TV runs as well. Simpsons and South Park for example.
Star Trek V to Nemesis also ran concurrently with a TV show, with some references (DS9 referenced the TNG movies and vice versa, V and VI feature some TNG transitional hints like Dorn as Colonel Worf, set design etc)