In the Victorian era, big (and even not so big) novels were routinely broken up into three volumes by the publishers. There was a simple reason for this: pressure from libraries. At the time, libraries were a commercial proposition, and you paid for each book you borrowed. This meant that to read a whole book, you needed to pay three subscriptions, which is why the libraries liked the triple-decker format, and why they pressured publishers into continuing with it.
Since then, of course, big books have usually been published as single volumes, except in the fantasy and science-fiction genres. But the decision in 2008 to publish 2666 as three volumes in a slipcase was a welcome bit of nostalgia: you paid the same as for a single book, but you got a beautiful set of books in an attractive case.
Hamish Hamilton in the UK seem to have been inspired by this: they have just published Paul Murray's Skippy Dies in a similar format. I've only just got my copy, so I can't tell you yet whether the structure of the book suits the format as well as 2666 did, but it's an undeniably attractive bit of design, with artwork by Leanne Shapton.
Shapton has also recently published a book of her own--a novel in the form of an auction catalogue, consisting of possessions going under the hammer after the end of a relationship--called Important Artifacts and Personal Property from the Collection of Lenore Doolan and Harold Morris, Including Books, Street Fashion, and Jewelry...
..as well as providing lettering and design elements for a number of other book covers in the US.