Stylistically, Orlando can be compared to Woolf's other novels, though Orlando has a more conventional narrative arc than her other works. Compare the discussions of writing in Orlando and her nonfiction book, A Room of One's Own, which is a sort of manifesto on being a female writer.
Thematically, other works that focus on gender and queerness can be compared to Orlando. Consider Radclyffe Hall's The Well of Loneliness for a work contemporary to Woolf's. More recently, Jeffrey Eugenides's Middlesex and Jeanette Winterson's Oranges Are Not the Only Fruit deal with similar themes.