One of the largest game worlds in terms of the sheer number of books written taking place in it, the Fighting Fantasy game world of Titan started way back in about 1981, when Steve Jackson (of Games Workshop) and Ian Livingstone got together to write an innovative RPG gamebook using a completely new gaming system that they had devised.  "Two dice, a pencil, an eraser and your imagination" were all you needed to play The Warlock of Firetop Mountain.  Needless to say, the book was a success, and was followed by 58 more ;).  Then they mysteriously disappeared, in about 1995, and haven't been heard from since.  It seems the series has finally come to an end.

The Adventures of Goldhawk were a four-book series release in the mid-nineties and oriented towards children, using a much simpler combat system and shorter stories.

The Sorcery epic was perhaps the masterpiece of the fighting fantasy series, comprising a single adventure spanning four books and nearly three thousand "paragraphs".  This was one of the most enjoyable series I ever read/played.  It is by far the largest gamebook story I have ever seen to this day.

Cretan Chronicles were an interesting diversion from the normal fighting fantasy game system taking place in ancient Greece and were a short but sweet series.

They made an attempt to turn FF into a complete role-playing game system like D&D, releasing three "Advanced Fighting Fantasy" Rule Books, as well as a monster compendium, Titan, and other resource books.  However, I'm not sure it ever caught on.  The game system seemed too simple still for true pen and paper multi-player role-playing, but I could be wrong.

A few novels were written, the Zagor Chronicles, and three with the hero Chadda Darkmane chasing after several bad guys.  These books were badly written and childish, but they ARE part of the series, so gotta have them ;).

Lastly, a few interesting puzzle books were released.  These challenged the reader to find hidden meanings in the well-drawn images, solve mathematical puzzles and much more.  There were no monetary prizes as they weren't hard enough to warrant such, but they were loads of intellectually stimulating fun for us gamers who loved puzzles.