Oh, man, you have NO idea. Almost envious actually, Pratchett is always excellent.
While each of those books can be enjoyed on their own, they are part of two larger cycles.
The first being the "Discworld" series, 41 books from 1983 to 2015.
Then, within the larger Discworld Cycle, there are sub-stories.
"Reaper Man" is the second of the "Death" books, which started with "Mort", then continues with Soul Music, The Hogfather, and Thief of Time.
"Wyrd Sisters" is the second of the "Witches" books, starting with "Equal Rites" and continuing with Witches Abroad, Lords and Ladies, Maskerade, Carpe Jugulum, The Wee Free Men, A Hat Full of Sky, Wintersmith, I Shall Wear Midnight, and the Shepherd's Crown.
"Moving Pictures" is the first of the "Industrial Revolution" series in Discworld. Followed by The Truth, Monstrous Regiment, Going Postal, Unseen Acedemicals, Snuff, and Raising Steam.
"Small Gods" is a stand alone novel, unconnected to the other stories.
No, I am not crazy enough to remember all this... there are wikis. :)
The titles are: