The Lord of the Rings – J.R.R Tolkien
It's illegal to compile a list of the finest fantasy novel series of all time and leave out The Lord of the Rings. I'm not the one who makes the rules. It was literally formative for so much of the fantasy that followed it, shaping the genre in ways that few other novels did. It's not just one of the finest fantasy novels of all time; it's also one of the best-selling books of all time.
The plot itself is a very straightforward good vs. evil, Chosen One storyline. But it is Tolkien's worldbuilding that has served as a model for so many fantasy authors who have come after him. He was absorbed in Middle-earth in a manner that few authors have been – The Lord of the Rings is merely a small fraction of something far larger.
Link to read: https://www.goodreads.com/series/66175