For other novels sent in fantasy/imaginary worlds, consider: C.S. Lewis's The Chronicles of Narnia; Lewis Carroll's Alice's Adventures in Wonderland; J.M. Barrie's Peter Pan; Clive Barker's The Thief of Always; L. Frank Baum’s The Wonderful Wizard of Oz; Edith Nesbit’s The Enchanted Castle; and J.K. Rowling's Harry Potter.
For more of Neil Gaiman's most notable works, consider: The Sandman, Neverwhere, American Gods, Stardust, The Graveyard Book, Good Omens, The Ocean at the End of the Lane