These are the books by Philip Pullman that are reviewed on this site:
Lyra's friend Roger is abducted by the Gobblers and Lyra sets out on a determined rescue mission across the frozen wastes. But the Gobblers are much more terrifying than anyone could imagine. The first part of His Dark Materials trilogy.
I was a Rat
Humorous story about boy with identity crisis.
The Subtle Knife
A knife so powerful it can resolve the battle between good and evil for all time. Everyone wants it, but Will is the bearer. The second part of His Dark Materials trilogy.
The Amber Spyglass
Lyra discovers her destiny. She is to bring an end to death itself. How does she do that? And what are the consequences? Concluding part of His Dark Materials trilogy.
Clockwork or All Wound Up
Do you think you can sell your soul to the Devil, and get away with it?
You would know better, wouldn't you, than to strike a bargain with Zamiel, the Demon Huntsman?
Another chance to visit Lyra in Oxford. A short story.
The Scarecrow and his Servant
A scarecrow needs a servant if he's really going to get out and see a bit of the world.