1) Incidentally 2) Oh, incidentally 3) Parenthetically 
[Theory of a Deadman song] `By the Way` is the sixth single from Theory of a Deadman`s album Scars & Souvenirs, released on May 18, 2009. The song features Chris Daughtry and Robin Diaz on back-up vocals. It about a girl leaving her boyfriend without saying anything to him and he now thinks about her all the time and wishes she`d come back....
This is a phrase used to accentuate or draw draw attention to a particular point. Can also mean aswell, also or too.
[adv] - introducing a different topic
by the bye adverb introducing a different topic; `by the way, I won`t go to the party`