His Dark Materials Trilogy by Philip Pullman

Northern Lights #1

Lyra is rushing to the cold, far North, where witch clans and armored bears rule. North, where the Gobblers take the children they steal--including her friend Roger. North, where her fearsome uncle Asriel is trying to build a bridge to a parallel world.
Can one small girl make a difference in such great and terrible endeavors? This is Lyra: a savage, a schemer, a liar, and as fierce and true a champion as Roger or Asriel could want--but what Lyra doesn't know is that to help one of them will be to betray the other.

The Subtle Knife #2

Lost in a new world, Lyra finds Will—a boy on the run, a murderer—a worthy and welcome ally. For this is a world where soul-eating Specters stalk the streets and witches share the skies with troops of angels.
Each is searching—Lyra for the meaning of Dark Matter, Will for his missing father—but what they find instead is a deadly secret, a knife of untold power. And neither Lyra nor Will suspects how tightly their lives, their loves, their destinies are bound together . . . until they are split apart.

The Amber Spyglass #3

Will is the bearer of the knife. Now, accompanied by angels, his task is to deliver that powerful, dangerous weapon to Lord Asriel - by the command of his dying father.
But how can he go looking for Lord Asriel when Lyra is gone? Only with her help can he fathom the myriad plots and intrigues that beset him.
The two great powers of the many worlds are lining up for war, and Will must find Lyra, for together they are on their way to battle, an inevitable journey that will even take them to the world of the dead...