Consider other novels in the His Dark Materials trilogy by Philip Pullman: The Amber Spyglass and The Subtle Knife.
Consider other Alternate History novels, such as The Man in the High Castle, by Philip K. Dick or 11/22/63 by Stephen King.
Consider other works of classic fantasy world-building, such as The Lord of the Rings Trilogy by J.R.R. Tolkien and The Chronicles of Narnia by C.S. Lewis.
The daemons of Lyra's world can capture the imagination. Compare to the patronuses in Harry Potter, or totems and spirit animals of Native American religions.