There are a few other side stories to the anime. Below are their titles and any information I could find about them. Most of this information was found on GundamWing.Net
Graphic Novels - The graphic novels have some extra information, such as Catherine's musing that Trowa might be her lost brother Triton, different versions of Episodes 38 and 39, and an alternate end to the series. However, they are only in Japanese versions, and have not been translated to English.
G-Unit - This manga takes place during the TV series on a resource satellite called MO-V. New proto-type mobile suits called "G-Units" are being tested, and two brothers involved with a secret organization under Romefeller are the test pilots.
Operation Meteor: Even & Odd Numbers - A small animated section of footage that takes place during the final battle of the series and directly after. The even numbers are Duo and Quatre's points of view, and the odd numbers are Heero, Trowa and Wufei's points of view. There's some extra footage not seen before, but quite a few flashbacks to the battles.
Ground Zero - This is a manga for girls, set before Endless Waltz, and apparently explains things that changed between the series and the OAV...like, how Wing Zero got angel wings instead of the series' big metal wings.
Battlefield of Pacifists - Set between Blind Target and Endless Waltz, this manga involves Quatre being kidnapped by a group who want the Gundams. They brainwash him in the process and he attacks the other pilots.
Blind Target Radio Drama - This was broadcast on Japanese radio and included six new songs. There were 8 parts, plus a prologue and an epilogue, and the drama followed the manga version to lead up to Endless Waltz.