2005 marked the 10th anniversary of His Dark Materials, and as such Scholastic Press released beautiful hardback editions.
Not only do they have gorgeous metallic covers and a bound bookmark to help you keep your place, but each book has an appendix filled with additional snippets of information. These bits and pieces are in the form of letters, notes, and drawings by Lord Asriel currently housed in Jordon College Library, notes and drawings from Dr Grumman, and papers by Dr Mary Malone from Secret Magisterium files.
Pullman also includes a small introduction at the start of each appendix offering details about where these files were found, are being stored etc to give a great authentic element that keeps it in the realm of the story.
In Northern Lights the appendix reads:
These papers were discovered among the effects of an anonymous scholar after his death in Oxford. They were sent for auction with all his other books and papers and their significance was recognised by Mr Ian Beck, the celebrated artist, who bought them for a small sum.
How they arrived in this universe is still a mystery. It is possible that there exists wormholes, or doorways, opening from one universe into another, and that somewhere in the Oxford of this world there is such an opening into the library of a college in another Oxford entirely.
If that is the case, there may be other such items in this world still awaiting discovery.
There are a few drawings but it’s mainly notes by Lord Asriel with random thoughts he has jotted down relating to Grumman, Lyra, and the witches, plus inventory for his trip to the North.

Lord Asriel’s notes

Lord Asriel’s notes
In The Subtle Knife the appendix reads:
The provenance of these papers is obscure. It is possible that they came into the possession of Lord Asriel and were deposited with his own papers in Jordon College Library, but the absence of a library stamp makes that unlikely. It is known that Dr Grumman travelled widely in the Arctic and Siberia, and had numerous acquaintances among the witch-clans and the native people of the north as well as in the worlds of scholarship, politics, and science. Any of them might have acquired such things and inadvertently, or even deliberately, allowed them to slip out of one world and into another.
Items such as these papers are not uncommon. They turn up frequently in auctions, in book-dealers’ catalogues, and the like. Usually their significance remains mysterious; it is only when they are seen in the context of a larger narrative that their meaning suddenly becomes apparent.
This appendix is filled with drawings of the local landscape and points of reference, instructions for making bloodmoss, Grumman’s thoughts about Lord Asriel and his documentation of witch-clans, plus various shaman related notes.

Drawings by Dr Grumman

Notes and drawings by Dr Grumman
While the others have long introductions, The Amber Spyglass appendix simply has:
Papers of ‘Mary Malone’
Archive of the Magisterium
STRICTLY CONFIDENTIAL
In this appendix are various pages of Mary’s notes about the world she went into and her studies on what she found.

Dr Malone’s notes
What is wonderful about these items, as hinted by some of the introductions, is when they’re read in the wider context of the narrative you get more to the story. Seeing Mary’s notes upon her arrival in the new world, drawings by Dr Grumman and even Lord Asriel’s papers gives you insight into their character, an extra side of the story, motivations, and discoveries. In these snippets of letters and diary entries it can reveal a lot more about these characters and the wider story itself.