The Long Earth Series Books 1 - 5 Collection Set by Terry Pratchett & Stephen Baxter:

The Long Earth:
1916: the Western Front. Private Percy Blakeney wakes up. He is lying on fresh spring grass. He can hear birdsong and the wind in the leaves in the trees. Where have the mud blood and blasted landscape of No Mans Land gone?

The Long War:
A generation after the events of The Long Earth mankind has spread across the new worlds opened up by Stepping. Where Joshua and Lobsang once pioneered now fleets of airships link the stepwise Americas with trade and culture. Mankind is shaping the Long Earth - but in turn the Long Earth is shaping mankind.

The Long Mars:
Sally Joshua and Lobsang are all involved in this perilous work when out of the blue Sally is contacted by her long-vanished father and inventor of the original Stepper device Willis Linsay. He tells her he is planning a fantastic voyage across the Long Mars and wants her to accompany him. But he is not what he seems.

The Long Utopia:
2045-2059. After the cataclysmic upheavals of Step Day and the Yellowstone eruption humanity is spreading further into the Long Earth and society on a battered Datum Earth and beyond continues to evolve.

The Long Cosmos:
2070-71. Nearly six decades after Step Day and in the Long Earth the new Next post-human society continues to evolve. For Joshua Valienté now in his late sixties it is time to take one last solo journey into the High Meggers: an adventure that turns into a disaster.