To some degree, The Arthurian Legend. Although I'm not sure it can be solidly classified as "a work of fiction" in the way the OP likely expects, as it is a legend and not a modern work.
According to Pottermore, Merlin apparently has existed in HP canon (and belonged to house Slytherin). This implies that the Arthurian Legend is, to some extent, linked to HP canon.
Of course, we know that Merlin's character from the legend itself does not fit with the HP definition of magicals and whatnot (Merlin was said to be a cambion, which is not explicitly shown to be within the reach of HP mythos).
Here's the quote from pottermore:
Here’s a little-known fact that the other three houses don’t bring up much: Merlin was a Slytherin. Yes, Merlin himself, the most famous wizard in history! He learned all he knew in this very house! Do you want to follow in the footsteps of Merlin?
Again, they obviously don't jibe, but to some extent it satisfies the question.