Master Li and Number Ten Ox by Barry Hughart in a China that never was - there are three books and Barnes & Noble has the omnibus version available - I bought it...I read them as library books originally.
I remember them with great fondness and kept hoping that I'd run into a fourth, fifth, or even sixth adventure...but it was not to be - at least the series never "jumped the shark" like a few others I could name where the author kept writing due to the publisher and the public wanting *more, more, more* of a series where the inspiration was gone.
Jean Auel, Laurell K. Hamilton, and a very few more that I could complain about.
Sometimes even a Mary Sue can be good reading - but when the Mary Sue takes over and the editing goes away, the writing is sure to go downhill, too. And a bad Mary Sue can be very bad indeed.