The Subtle Knife
The Subtle Knife is a novel by author Philip Pullman, and the second in the His Dark Materials trilogy, in which Lyra continues her journey.
In the first new world she comes across, Lyra meets a boy named Will Parry, who comes from Oxford in our own universe and is fleeing from the local authorities-- he has killed a man to defend his ailing mother.
They travel together through Will's world: Will to find out more information about his missing father, Lyra to learn more about Dust, and both encounter several people from Lyra's world. While trying to recover the alethiometer, which these people had stolen from Lyra, Will becomes the bearer of the Subtle Knife, which has the power to cut through the barriers between universes.
Meanwhile, the other characters are all working to figure out what exactly Lyra's destiny is, and what to do with the knowledge. A scientist named Mary Malone, whom Lyra had contacted in our own Oxford, learns the terrible secret of Dust and of Lyra, and leaves to fulfill her own destiny.
The conclusion of the trilogy is The Amber Spyglass, which was published in 2000.