The sequel has a long, distinguished history in novels, dating at least as far back as Melville and Omoo, a sequel to Typee, both now known mainly to crossword puzzle affecianados, and Little Women/Little Men. The novel series also has had a lengthy career, particularly in genre fiction. Chesterton's Father Brown mysteries, or Christie's Hercule Poirot or Miss Marple mysteries feature recurring detectives. More recently, the trend in fiction series has been to maintain some narrative continuity across books so that, although each book may be read independently and the new reader need not be familiar with the baggage of prior books in the series, the long-time reader can know the main characters more deeply than is possible in the constraints of a single novel. In Ian Rankin's work, we keep up with the evolving relationship between Inspector Rebus and DS Clarke, as well as the complex relationship between Rebus and mobster Big Ger Cafferty, over the course of many books. Still other works have multiple sequels but are not open-ended series; for example, James Blish's Cities in Flight tetralogy, which ends with the death of the universe, making yet another sequel problematic. (Don't worry, it's a cycling universe, so life goes on. Maybe. Sort of. Your IRA is dust, though.)
The point is that books have a beginning, a middle, and an end, and that end is important even if there will be one or more sequels. Everyone knows that Star Wars ended with a delightfully large explosion of the Death Star, and a viewer who left the planet for a solar system so distant that The Empire Strikes Back has not yet reached it would not live out his days pining for the film's release. Even though Star Wars was planned as the first film a trilogy (or beyond), the movie stands alone. To do otherwise would be to cheat the viewer. (One can argue that middle works of trilogies often do just that, as the narrative arc has to leave things looking dire after the middle work. But by then the reader or viewer has committed to the full project.)
All of which brings me to Connie Willis's Blackout. I don't consider it a spoiler to say that I felt cheated at the end. Around page 450 of the 500 or so pages, I had a hard time seeing how Willis was going to wrap this up in the number of words left in the book, and she didn't. The book ends with an annoying "Find out how things end in the next book, out in Fall 2010" notice. (The continuation, All Clear, was published Oct. 19.) Yes, the second book is even longer, at 656 pages, and a single novel of close to 1200 pages would be unwieldy. Let's face it, though, it is a single novel, and to read the first one, with no resolution of the conflict, is to feel cheated. I saw a claim on Amazon.com that this was her publisher's idea, which I believe, but still, it's a bad idea.
Having said that, part one of the book - that is to say, Blackout - is quite good. Willis returns to Blitz-era London (also the subject of Fire Watch) by way of her time-traveling Oxonians from 2060. Various students are traveling to observe different parts of World War II, among them Mike, who wants to observe the aftereffects of the Dunkirk evacuation; Polly, who wants to see the effects of the Blitz on Londoners; and Merope, who wants to see how the children evacuated from London during the Blitz fared in the English countryside. Each arrives at a time slightly off from that planned - "slippage," in their term. Events seem slightly different from the historical record they all studied. Mike finds himself not just observing the soldiers who returned from Dunkirk, but traveling to Dunkirk itself and helping rescue a number of soldiers, something that should not have been allowed to happen under Willis's complicated rules of time travel. (Travelers are not allowed to go to "divergence points," events where potentially small changes can have large historical effects.) Merope, employed as a maid in an aristocrat's country manor, finds herself in the midst of a measles outbreak and then in charge of taking three children back to London, and is trapped in 1940 when the portal back to 2060 will not open. Polly is trapped in London during the Blitz, her own portal damaged in a bombing raid. Each of the three stories is well-told. Polly's, in particular, gives the reader a flavor of the nightly terror of Londoners and the terrible conditions - and shared sacrifices - they made. Although the book doesn't have the impact of Willis's masterpiece, the Doomsday Book, or the humor of To Say Nothing of the Dog - both using the same conventions of time travel as Blackout, she tells a good story. Just be sure to have Part 2 on hand.