Fairyland series (Catherynne M. Valente)

September has longed to return to Fairyland after her first adventure there. And when she finally does, she learns that its inhabitants have been losing their shadows and their magic to the world of Fairyland Below. This underworld has a new ruler, Halloween, the Hollow Queen, who is September's shadow. And Halloween does not want to give Fairyland's shadows back.

"A young troll named Hawthorn is stolen from Fairyland by the Golden Wind, and becomes a changeling in our world, a place no less bizarre than Fairyland in his eyes"--