Worlds of Shadow is the three-book series by Lawrence Watt Evans. It's the tale of an Unlucky Everydude and his friends and family as they find themselves caught up in a battle against an Evil Overlord who's taken over a fantasy universe and is attacking a sci-fi one. According to the author, "That would imply that the series is science-fantasy, blending two genres -- but actually, it's more like horror, because in none of the three worlds do the good guys always win."