Well, Fantastic Beasts and Where to Find them is actually more of a guide book about the magical creatures in the Harry Potter universe and not so much world building. The closest thing that I can think about would be The Silmarillion by J. R. R. Tolkien. He did an insane amount of world building for his Lord of The Rings universe and this book chronicles everything from the creation of the world to its history and wars and much, much more. Tolkien actually went so overboard with this thing that his publisher at the time rejected an early draft because they thought it was way too obscure for casual readers to enjoy. Eventually it was edited and published by his son after Tolkien passed away. It's not an easy read or filled with cool illustrations like Fantastic Beasts and Where to Find Them, but in terms of world building I don't think anymore more comprehensive has ever been written by other authors.