Diploma can be done simultaneously with Graduation.

If you would have mentioned in which field you are looking upto, it would have been easier to guide you.

Still, there are n no. of diploma courses -

You can do, Diploma in any language,
Graduate Diploma in Business Administration
Graduate Performance Diploma in Music
Graduate Diploma in Law
Graduate Diploma in Art & Design
Graduate Diploma in Project Management
Graduate Diploma in Construction Management
Graduate Diploma in Classical Dance, etc.

Hope it helps !