Q: Do you know of any writers who have gotten at least two novels published without the aid of an agent, excluding vanity presses—only small press through university through NY press? —Jim Harris
A: The first author who comes to mind is Steve Almond, thought he doesn't strictly fit your description. He published three books, including the nonfiction work Candyfreak (Algonquin) and the short-story collection My Life in Heavy Metal (Grove Atlantic), without the benefit of an agent. You can read some of his success story right here at Identity Theory, in a Robert Birnbaum interview.
Almond wrote a piece for Poets & Writers in early 2004, "Are Agents Necessary?" He has made this piece available on his home site. (You can read some of the feedback to his article here: http://www.pw.org/mag/0403/letters.htm.) At the time, he wished for a world in which authors and editors could work together in harmony without the interference of an agent. He said, "Fellow writers almost always assume that I don't have an agent because I can't find one. ... I then have to explain that I don't have an agent because I don't want one, which causes them even more confusion."
I noticed, however, in April 2006 via PublishersMarketplace.com, that Almond's most recent work was sold by agent Jeff Kellogg. I don't know if Almond has changed his mind about agents, but it does seem to mark a departure from his earlier philosophy.
I'm sure there are more examples of authors who sold their first two novels without an agent. If any readers know of a good example or a good story, write me at editorfriedman (at) mac (dot) com.