The Knowledge Base Widget is a good way to show all your Knowledge Bases (basically all your categories and sub categories) in the sidebar.
Adding the Widget
Simply go to Appearance Widgets and drag and drop the widget to your desired location. The only option it will ask is the title of the widget.
The image above shows a clipped version of the widget output. You may want to browse this page to see the widget at work. It is practically all the main categories with nested sub-categories.