From Bulbapedia, the community-driven Pokémon encyclopedia.
Side story episodes (Japanese: サイドストーリー side story) are episodes of the Pokémon anime that do not focus on the anime's main character, Ash Ketchum, though they will sometimes focus on one or more of his friends.
The first side story episodes began to air on the Weekly Pokémon Broadcasting Station in December of 2002, in order to showcase what was going on in the lives of Ash's former traveling buddies Brock, Misty, and Tracey while Ash himself was in the Hoenn region. These episodes aired instead of the usual rerun of an older Pokémon episode, and due to WPBS's Japanese title of 週刊ポケモン放送局 Shūkan Pokémon Hōsōkyoku, were usually referred to as "Hosos" or "Hoso specials" by English-speaking fans. Only 18 of these episodes were ever produced and aired, and for several years remained undubbed. Finally, in the summer of 2005, these episodes premiered in English as Pokémon Chronicles, though this was only aired in the UK and Europe. Americans would have to wait an entire year more until Pokémon Chronicles finally made its way to the States, an incident that had never happened before, as the English dub is produced in the US.
With the end of the run of the Weekly Pokémon Broadcasting Station and its subsequent replacement by Pokémon Sunday, it seemed as if side story episodes had ended. Unlike what was the case with Misty and Tracey, May's progress in her journey to Johto was not followed, and she was not seen again on-screen until her cameo return in Our Cup Runneth Over!. However, side story episodes would indeed continue, with a special episode based on the first Mystery Dungeon games.
Finally, however, side story episodes returned to where they had originated, with two episodes based on the second Mystery Dungeon games and their third version aired on Pokémon Sunday instead of the usual anime rerun. With yet another special episode focusing on Pokémon Ranger: Guardian Signs, and connecting to the main anime with Ash's introduction to the protagonist of the special, Ben, the side story episodes have come full circle. Recently, two side story episodes aired February 3rd, 2011, with each episode focusing on what Dawn and Brock have been doing while Ash is in the Unova Region.