More like The Lost War

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Tolkien's legendariumUniverse
universe163 books1923
Fantasy, set in secondary world.
“Before the seas were bent and the mountains raised, there was Music — and from that Music came Arda, and in the west of Middle-earth the long defeat and stubborn hope of those who dwell there.”
from the catalogue
Start with The Fellowship of the Ring →
includes The Hobbit, The Lord of the Rings, The Fall of Gondolin, The History of Middle Earth, The History of the Lord of the Rings
World of Ice and FireUniverse
universe19 books1980
About war.
“Winter is coming, and the men who forget it die first.”
from the catalogue
Start with A Game of Thrones →
includes A Song of Ice and Fire, Targaryen History
The Circle of the WorldUniverse
universe29 books2006
Grimdark.
“What sets it apart is the honesty of its cynicism — close, sardonic points of view, gallows humour, and a flat refusal to let anyone stay clean.”
from the catalogue
Start with The Blade Itself →
includes The First Law Trilogy, The Age of Madness
MalazanUniverse
universe36 books1999
About war.
“Pity the historian who tries to map this world; pity more the god who thinks he rules it.”
from the catalogue
Start with Gardens of the Moon →
includes Malazan Book of the Fallen, The Kharkanas Trilogy, Night of Knives, Path to Ascendancy, Witness Trilogy
Stephen King multiverseUniverse
universe46 books1967
Dark in tone.
“The man in black fled across the desert, and the gunslinger followed.”
from the catalogue
Start with The Gunslinger →
includes The Dark Tower
Moorcock's MultiverseUniverse
universe102 books1961
Set in secondary world.
“The Multiverse is not one world but an endless lattice of them, worlds folded within worlds, each a variation on the last — and through every one of them walks a single conscripted soul.”
from the catalogue
Start with Elric of Melniboné →
includes Corum, Hawkmoon, The Elric Saga, Eternal Champion, Oswald Bastable, Warrior of Mars