I've read thousands over the years but in all that time it was the Harry Potter series that really brought me to a different world.
My mother is a librarian and brought me back the third book one day to read saying it was getting popular. This was before it went massive. It was finished that day and she was sent straight back for the first two books the next one.
I think it had such a huge and believable world that it drew people in. You could believe the characters and everybody became a part of the Harry Potter world. I still read them once in a while when the feeling strikes and probably always will. They are a part of my childhood.
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Rowling's success is a push for every writer to never surrend. Yes I agree with you, it's a coherent and immersive universe. When, for instance, I compare it with R.R.Martin's Chronicles of Fire and Ice, I can't help thinking how miserably readers have been treated by him.