Immediate Sequel

A sequel where the plot picks up immediately after the previous part. Either literally immediately, to such degree that it's possible to edit the two parts together without it looking noticeably strange, or at most within a couple of hours or so.

Not to be confused with a sequel which is produced or released shortly after the previous part, while actually taking place later.

The last third of a Two-Part Trilogy often fits.

Anime

 * Gundam ZZ picks up exactly where Zeta Gundam left off.
 * Pokémon: Mewtwo Returns

Film

 * Both Back to The Future sequels.
 * Beneath the Planet of the Apes continues with Taylor and Nova riding along the beach.
 * Bride of Frankenstein starts with the villagers concluding that the Monster has died in the burning windmill.
 * Friday the 13 th: The Final Chapter starts with police and paramedics arriving at the scene and taking Jason's Not Quite Dead body to the morgue.
 * In Halloween II Dr. Loomis runs out on the lawn and starts looking for the disappeared Michael. Slight continuity error in that he fell from the balcony in the back in the original, while the sequel changes it to the front of the house. Laurie spends most of the movie out of action in the hospital from the injuries sustained in the original. The opening scene of Halloween 5 shows how Michael survived the climax of the previous film, before falling into a coma and waking up exactly one year later.
 * The Karate Kid, Part II begins with the aftermath of the tournament (a sequence written for then cut out of the first movie), before doing a Time Skip to six months later.
 * Rocky II sarts with the aftermath of the first film's climactic fight.
 * While time can pass to some degree within the Saw movies, parts 3-6 all start of within minutes or hours of the previous ending.
 * Underworld Evolution starts with Selene and Michael on the run, the morning after the first film's climax.
 * Each of the Star Trek films from III to V begins about a day or so after the previous film ended.
 * Harold and Kumar Escape From Guantanamo Bay takes place no less than an hour or two after the ending of the first film: just enough time for the two to eat a couple dozen burgers each, drive home, and for Harold to start running a shower, and the burgers to work their way through Kumar's digestive system.
 * After The Thin Man takes place several hours after The Thin Man, when the train Nick and Nora were on with Dorothy and her new husband Tommy arrives in San Francisco.
 * The first two Mortal Kombat movies.
 * Uniquely among James Bond films, Quantum of Solace follows immediately on from Casino Royale, with Bond transporting Mr. White to M after capturing him at the end of the previous film.
 * The Matrix Revolutions picks up where The Matrix Reloaded ended off. This contributes to the Two-Part Trilogy feel of the series.
 * Aladdin: The Return of Jafar, where Jafar is unexpectedly freed by Abis Mal, and attempts to get revenge on Aladdin for imprisoning him in a lamp.
 * Shrek 3D, where Princess Fiona is kidnapped by Lord Farquaad's ghost as revenge for being eaten by a dragon, and as a result Shrek and Donkey had to stop him again and save Fiona.
 * The Jungle Book 2, where Mowgli is revealed to have issues fitting in with human society, prompting him to run away back into the Indian jungle where he grew up with his respective bear and leopard friends Baloo and Bagheera. And his archnemesis, the evil tiger Shere Khan wants to kill him out of revenge for burning off his tail the last time they met.
 * The two Alien vs. Predator films.
 * Waxwork II Lost in Time starts immediately after the first film's Sequel Hook. Although the effect is a little odd, because one of the surviving characters from the original is now The Other Darrin.
 * All of the Subspecies films take place immediately after the last.
 * Each of the Phantasm sequels pick up immediately where the preceding film ended.

Literature

 * Camber's body is found at the end of Camber the Heretic; The Harrowing of Gwynedd opens with his son and daughter discussing the fact that.
 * The Well of Lost Plots also takes up where Lost in a Good Book leaves off.
 * Within The Dresden Files, Ghost Story continues from the moment Changes ended, at least, from Harry's POV.
 * Terry Goodkind loves this trope. The breaks between his books vary from a few months to a few instants. Stone of Tears follows immediately from the end of Wizard's First Rule.
 * The Hitchhikers Guide to The Galaxy picks up right where The Hitchhiker's Guide to the Galaxy left off.
 * Slan Hunter starts within hours of the end of Slan, preventing our heroes from being able to put what they learned in the first book to use before multiple disasters strike.
 * In the Warrior Cats series, the most notable examples are:
 * The end of Rising Storm and beginning of A Dangerous Path - Rising Storm ends with a cliffhanger, and A Dangerous Path picks up at the same moment. In fact, you could stick the first line of chapter 1 of A Dangerous Path after the last line of Rising Storm, and not know that there was meant to be a break.
 * Starlight begins minutes (at the longest) after Dawn ends - the Clans arrive at the lake just at the beginning of dawn, and Starlight's first page describes how they're staring down at the water, and it still describes it as very early dawn.
 * Twilight and Sunset have a bit of a cliffhanger as well - Twilight ends at the end of a battle, with Brambleclaw seeing two characters he never thought he'd see again, and Sunset begins with him walking over to them.
 * In the Star Wars Expanded Universe, The Truce At Bakura begins shortly after the destruction of the Death Star in Return of the Jedi.
 * One tie-in storybook based on Sleeping Beauty revealed that Maleficent had survived being stabbed by the Sword of Truth as a dragon, and as a result she kidnaps Princess Aurora again and turns everyone except Prince Phillip and the three fairies to stone as revenge, only to be defeated again for a second time.
 * Septimus Heap: Syren starts immediately where Queste ends.

Video Games

 * Sonic 3 takes place immediately after the 16-bit version of Sonic the Hedgehog 2. Sonic rides Tails's biplane back down to sea level to escape the Death Egg that ended Sonic 2. The first land sighted happens to be the Floating Island, where guardian Knuckles the Echidna ambushes Sonic and steals his Chaos Emeralds, kicking off the plot of Sonic 3. The Death Egg crash-landed here too, and Dr. Eggman wants those Emeralds to relaunch it. Sonic 3 ends and Sonic & Knuckles begins when Eggman finds the Hidden Palace and its Super Emeralds.
 * Half-Life 2 takes place immediately after Half-Life, relative to Gordon Freeman's frame of reference because he was frozen in time. Episode 1 and 2 start where the previous game stopped.
 * Mortal Kombat has done this a few times.
 * T He challenge for the tournament in Mortal Kombat 2 is issued within hours of the end of Mortal Kombat
 * Sindel is ressurected in Earthrealm during the events of Mortal Kombat 2, and Mortal Kombat 3 deals with Eathrealm & Outworld forcibly merging because of this.
 * Deception takes place immediately after Deadly Alliance, right after the heroes confront the titular Enemy Mine of Shang Tsung and Quan Chi. Things don't look too good for our heroes.
 * Mortal Kombat 9's Story Mode shows the aftermath of the Battle of Armageddon. Maybe things are looking up for the forces of good? No, not really.
 * Viewtiful Joe ends with Sylvia getting a V-watch and UFOs invading Movie Land. Viewtiful Joe 2 picks up right then, in the final scene of the first game, with Joe and Sylvia making their way toward the new enemy.
 * Jumper Two begins with Ogmo jumping off a plane that made up the final sector of the first Jumper.
 * The Return of Ishtar begins with Ki and Gil right where they were at the end of The Tower of Druaga; i.e., at the top of the tower.
 * Golden Sun: The Lost Age opens up where the previous game left off, minus the epilogue (which saw the Player Party sail off) since the main character is now the antagonist of the previous game. It begins at the point where Felix and his True Companions (minus Satorus and Marindi, since they were the previous game's Final Boss) were last seen; leaving the Jupiter tower.
 * Cars: The Video Game and Cars: Race-O-Rama, where Chick Hicks actually attempts to get revenge on Lightning McQueen for humiliating him during their last race by hiring the Delinquent Road Hazards to steal all the fuel in Radiator Springs in the former, and recruiting a gang of bully cars and starting a cheating school in the latter, but is defeated by McQueen again, and Chick was never seen after those games.
 * The book Mater Saves Christmas may also count, where Chick is appropriately given the role of The Grinch.
 * Kung Fu Panda: Legendary Warriors, where it is revealed that Tai Lung is revealed to have survived being hit by Po's Wuxi Finger Hold, and attempts to get revenge on the panda for humiliating him by kidnapping three of the Furious Five and thousands of rabbits with an army of baboons and rats to power a weapon that will make him invincible. After the events of the game Tai Lung is never seen, heard, or mentioned again, implying that he was killed this time for real.
 * Duke Nukem 3D starts as Duke is coming home from his abduction in Duke Nukem II.
 * Duke Nukem Forever parodies this by starting with Duke playing the previous game and beating the final boss.
 * Assassin's Creed Brotherhood picks up Ezio's story with him escaping the Vatican, exactly where we left him at the end of Assassin's Creed II. The 'present' plot also opens with Desmond in the van as the assassins flee their hideout- it's not clear how long they've been driving for, but it's unlikely to have been more than a few hours. Assassin's Creed II immediately picks up from the end of the first game, too.
 * King's Quest III ends with Graham tossing his adventurer's cap to his children. King's Quest IV opens with the same scene.
 * The first Kingdom Hearts game ends with Sora, Donald and Goofy walking through a grassy plains, wondering what to do next. When Chain of Memories rolls around... they're still in the grassy plains.
 * Super Mario Galaxy 2 may be this to the first Super Mario Galaxy, considering what happened at the end of the first game.
 * Ecco: The Tides of Time picks up with Ecco frolicking among his podmates just after rescuing them... and with the final boss of the first game following the escaping dolphins back to Earth.