I managed to dig out my copies of Asimov's Foundation trilogy with the interlinking covers. Not the first or last time a publisher tried this. I also remember a very nice trio of covers by Peter Jones on a trilogy of books by Mark Adlard, too. Long gone from my collection, I'm sorry to say.
The books don't quite fit thanks to the trim being slightly off. But it's still one of my favourite SF cover images. These are from the 1974 Panther edition.