CHM [0] is that, but it’s Windows-centric. Here [1] is one example of how it looks like in the native viewer. It’s a pity that Microsoft abandoned it. Some projects like AutoHotKey still use it.

[0] https://en.wikipedia.org/wiki/Microsoft_Compiled_HTML_Help

[1] https://www.helpsmith.com/images/ss/chm-help1.png