Steven Erikson's got this thing for sidebars. Actually, I guess they're not sidebars; they're more like... prebars. He writes these little bits of poetry, history, and flashes of insight that give you a contextual peek at the literary history of his fantasy world, appearing before each chapter like a warm-up to the action.
I've got to say, it's pretty awesome. It doesn't really break up the flow, since Erikson already has twenty-odd main characters and an epic scope; and it really adds a richness to the world, like: "Look. They write poems. This place has got to be real."
Anyway, its awesome enough that I've started doing it for my own fantasy world. I'm not sure whether or not my document of "primary sources" will, in the end, actually be added to my novel, or in which way those "sources" would be employed, if they were; but it's fun to write history, or snatches of dialogue, or bits of myth, that are supposedly written by the people who populate the world in which takes place your story.
Time to go rustle me up some good old-fashioned worldbuilding!