In terms of support races I hope I can help.
Formula 1 used to have different support races depending on the circuit, so in the early 90s the BTCC were a support act for F1 for the British Grand Prix. Now, there is a more centralised support structure. For the majority of rounds the GP2 Series support, while they are joined in the European races and Abu Dhabi by GP3 and the Porsche Supercup. Some events still have their own support, such as the Australian Grand Prix which had four non championship rounds of V8 Supercars, while they also supported at Abu Dhabi, where they weren’t treated particularly well, as I read on this site at the time.
NASCAR have the principal Sprint Cup race on Sunday night, and usually on the Saturday there is a secondary Nationwide Series race. Sometimes they also include the Craftsman Truck series, and on rare occasions the Global Rallycross Championship.
Indycar has Mazda Road to Indy which consists of the Firestone Indy Lights and possibly the Formula Mazda series.
The V8 Supercars series has the Development Series which I don’t know a lot about, but Casey Stoner is racing in it this season.
For the WTCC, there isn’t quite such a set schedule, with different categories supporting. Last weekend in Monza terence were the European Touring Car Championship that support a few of the rounds (in Europe obviously)and consists of Super 2000 cars, Super 1600s (mainly Ford Fiestas) and Seat Supercopa cars. There was the AutoGP series, which supports other series such as the Blancpain Endurance Series, while they will support again at Sonoma for the Race of the USA, while the Formula 3 European Championship were also there, though they usually support the DTM, and will race before the World Endurance Championship Silverstone 6 Hours.
Hope this is useful to you, apologies for length and sorry for any mistakes I have made.