The books are only being published as ebooks, though hopefully a UK publisher will follow up with paper copies at some point.
The series is set on a futuristic Earthwhich has discovered the existence of Overworld, a parallel world with a culture and tech level more like traditional epic fantasy worlds. The central character is Hari Michaelson, an actor on Earth who travels to Overworld to play the role of the deadly assassin Caine. His adventures are recorded to be shown as entertainment on Earth. Needless to say, complications and mayhem ensue.
To date, four books have been published: Heroes Die (1997), Blade of Tyshalle (2001), Caine Black Knife (2008) and Caine's Law (2012). Stover has projected up to three more volumes to follow. I will be reviewing the series in the coming months.
Update: From Scott Lynch, via the comments:
"Oh, you fortunate people. HEROES DIE and BLADE OF TYSHALLE directly informed the writing of THE LIES OF LOCKE LAMORA... I'd dare say they were what taught me how to craft a novel. Matt is criminally underrated, and these books are bog standard for him, which is to say 'brilliant.' They're bold, startling, multi-layered, humane, and laugh-out-loud wonderful at frequent intervals. I'm not really anything resembling objective on Matt any more, and he's a friend, but I appreciated his work before I ever got to really know him."Update 2: The UK ebooks have their own cover art, which is, erm, disappointingly generic: