It struck me the other day that most of my favourite book series have massive, interesting back stories that I like to read up on and discuss with other people. The ASoIaF books are a good example of this. What's your favourite example of amazing backstory/series mythology in a book series?

Actually, this doesn't just relate to book series - one of the things I love about The Godfather is how much detail there is in the background stories set before the book itself.