I think as a whole, the notion of giving your book a second, supporting title has gone out of vogue. There are current books out there with subtitles, of course – Lemony Snicket gave some of the books in his A Series of Unfortunate Events subtitles – but it’s certainly not the trend it used to be. In fact, most of the time, we drop the subtitles entirely – you may not have even realized these 10 books had them.
1. Frankenstein; or, The Modern Prometheus. Many see this as her answer to the Industrial Revolution – she was rather skeptical that the type of progress being made was good progress.
2. Slaughterhouse Five: or The Children’s Crusade: A Duty-Dance with Death
3. Oliver Twist: The Parish Boy’s Progress. Dickens was a big fan of subtitles – others included 
A Christmas Carol: A Ghost Story of Christmas, Barnaby Rudge: A Tale of the Riots of Eighty and David Copperfield or The Personal History, Adventures, Experience and Observation of David Copperfield the Younger of Blunderstone Rookery (which he never meant to publish on any account).
4. Middlemarch: A Study of Provincial Life.
5. Peter Pan, or, The Boy Who Wouldn’t Grow Up
6. Twelfth Night, or What You Will. Twelfth Night is one of only two Shakespeare plays to have a subtitle. The other is Henry VIII, or All Is True. Some Shakespeare scholars suggest he was mocking the whole subtitle craze by giving Twelfth Night a completely useless subtitle that added absolutely no extra information about the play.
7. Roots: The Saga of an American Family
8. Tess of the d’Urbervilles: A Pure Woman Faithfully Presented
9. Vanity Fair: A Novel Without a Hero
10. Lorna Doone: A Romance of Exmoor
Did any of these surprise you? Do you know of any others? I’m a fan of the ridiculously long subtitle, (like David Copperfield’s) myself.