The Complete Dungeon Master Series builds on one particular aspect of the Zhalindor Campaign world, a valley where two tribes of dwarves are fueding. All 4 boxed sets (5 if you include Deep Water - Shallow Graves follow on from one another, commencing with the party caught between the two warring factions in Hall of the Dwarven Kings. There are bits of additional background peppered throughout, but for the most part they stick to their own immediate area.