If we include works which are continuous stories, but printed in multiple volumes, there are many other candidates. The longest of these will probably be Robert Jordan's 'Wheel of Time' sequence which currently runs to ten volumes of about 700 pages (sometimes more) each! But it isn't finished yet. The longest complete multi-volume sequence I can think of is 'Memory, Sorrow and Thorn' by Tad Williams, comprising 'The Dragonbone Chair', 'Stone of Farewell' and 'To Green Angel Tower' which are collectively something like 3000 pages. But there might be something longer.