I've heard of a number set on that's the smallest set after complex numbers, according to http://www.askamathematician.com/2012/09/q-is-there-a-number-set-that-is-above-complex-numbers/ (The Physicist) called quaternions.
A comment on that article says that there is another set called dual numbers, that's used to rendering fractals in graphics and even have equivalent quaternions, as stated by blackhole0173.
I wonder if there are more number sets to discover!