First encountered in Lords and Ladies, the concept of a parasite universe rests mainly with the Elves, who inhabit such universes that are not the oft-referred to parallel universes, and the Trousers of Time.
Several have been noted, invariably those of the elves. They are guarded by various entrances - two in Lancre, via the Dancers and the Long Man, and a stone portal on the Chalk. They all represent thresholds between the Disc and the elves' world. It seems that elves also have entrances into Roundworld, which is conducive with Roundworld mythology.
It is also possible that the underworld described in Wintersmith is something similar.