Shelley also wrote a second novel called The Last Man, released in 1826, which is about a post-apocalyptic, plague-ravaged Earth of the 21st century, and was possibly the very first novel of that genre ever written. There's even mention of a "black sun". In addition, Shelley's introduction to the novel suggests that it was based upon some prophecies she discovered in a cave - predating by many years the "Blair Witch"-style genre of "this is based upon so-and-so's journal that we discovered".
Just for the record, it's my understanding that that framing device -- the "literary agent framing device" -- was actually exceedingly common in 19th Century literature, and does not originate with Shelley. We see something similar in the opening to Hawthorne's The Scarlet Letter
, for instance.