No. There's books that detail the lore, but there's no anime or manga, it's all spelled out in card artwork and details in Master Guide books.
There was also the Duel Terminal in Japan, which covered the Naturia/Sohpia/Gusto/Shadoll/Evilswarm/Laval/etc stuff's story.
I personally would watch the HELL out of a series that covered the Mekk-Knights/World Legacy/Guarddragon/World Chalice/Knightmare/Krawler/Crusadia/Orcust story.
