From the Steampunkopedia (link to PDF), my entire bibliography (click to embiggen):
"The Best of All Possible Worlds" is a stand-alone alternate history SF story which isn't part of the "Barrington Smythe" series. But then again, there's nothing to rule it out being set in the future of the Smythe sequence.... hmm!
Also, The Great Race, The Great Airship Scare, and The Man Who Knew Too Much, while set in the same sort-of steampunk Edwardian milieu as the Barrington Smythe stories, do not actually feature Mr Smythe; they are a series of connected stories featuring one Dr Kilmarnock and Bart Smythe, Barrington Smythe's smarter brother (or is he?). The Man Who Knew Too Much ended on something of a cliffhanger, and the projected sequel, The Mancunian Candidate, was never published.