If you’re advanced enough in one language, you can always use it to learn another, i.e. learn German in French or learn Italian in Spanish. That’s precisely what I do when I buy language books here in France. I feel like I get two languages for the price of one.
Even the cheap cahiers (usually no more than 5 € each) designed for collège-level students are useful for getting the grammar basics of German, Italian, Spanish and sometimes even Latin. LaRousse, Hachette, Magnard, and Hatier Chouette are all good ones.
I’ve found a few vocabulary lists, but they’re mostly just showing the similarities among Romance languages. I can’t find any sites that include lessons for learning two languages, closely related or not. I’ve never been able to find books like this either, which is somewhat surprising considering that almost all graduate students must learn two foreign languages and I know I am not the only person in the world who studies French, German and Italian at the same time. Where’s the multilingual love?