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The Chronicles of Amber by Roger Zelazny. The premise according to NATOpedia:

The Amber stories take place in two contrasting "true" worlds, Amber and Chaos, and in shadow worlds (Shadows) that lie between the two. These shadows, including Earth, are parallel worlds that exist in — and were created from — the tension between the opposing magical forces of Amber and Chaos. The Courts of Chaos are situated at the very edge of an abyss. Members of the royal family of Amber, after walking in a Pattern that is central to Amber, can travel freely through the Shadows. While traveling (shifting) between Shadows, they can alter reality or create a new reality by choosing which elements of which Shadows to keep or add, and which to subtract. Nobles of the Courts of Chaos who have traversed the Logrus are similarly able to travel through Shadows.