Series rather than individual books - the Moomintroll books, the Narnia series, the Dark Is Rising series, the Shadow trilogy by Maria Gripe (unfortunately not translated to English: this was more pre-puberty and during puberty); the "Elvis" books by Maria Gripe (same probably), a few other lesser-known-even-in-Swedish books... Finland-Swedish author Irmelin Sandman Lilius wrote a number of books set in the same small fictional town, and those meant a lot to me in puberty, but most of them were still stand-alones even if many characters were reoccurring.

I loved the Oz books but I'm not sure if I could say they were formative.

Oh, and the Earthsea books, of course! The first three and then Tehanu - I was still in childhood when that one came out in translation here, I'm fairly sure.