Neverwhere

This series focuses on the main character Richard Mayhew, a Scottish man living in London who encounters an injured girl named Door on the street one night. Despite his fiancée's protests he decides to help her; upon doing so he ceases to exist on Earth and becomes real only to the denizens of 'London Below', whose inhabitants are generally invisible and non-existent to the people of 'London Above'. He loses his house, his job and nearly his mind as he travels London Below in an attempt to make sense out of it all, find a way back, and help Door survive as she is hunted down by hired assassins.