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In the Amber stories, Amber and the Courts of Chaos are the only two true worlds; all others, including our Earth, are but "shadows" of the tension between them. Royals of Amber (as well as equivalent Chaos nobility) can freely travel through the shadows and alter them, but they cannot do so to Amber itself.
As inspirations for the Chronicles of Amber go, a compelling argument can be made for the 1946 novel by Henry Kuttner (and most likely C. L. Moore, his wife and unusually symbiotic collaborator) called The Dark World. Zelazny himself (in issue #5 of Amberzine, published by Phage Press), is quoted as saying,
Reading the hard-to-find Kuttner (and Moore) novel, readers are bound to find similarities in theme and in specific instances: Some character names are common to both works, and they share the fantasy literary device of moving a present day, realistic character from the familiar world into a fantastical, alternate reality world, exposing the character to this shift as the reader experiences it.
Some believe the series was inspired by Philip José Farmer's World of Tiers series, but there are vast differences between the two. The major similarity is that in Farmer's series, individual pocket universes exist. However, the concept of pocket universes, parallel universes, and alternate realities was not, by any means, pioneered by Farmer's series.
Endless realities. The fantasy of the Amber books is certainly very original. Amberites of royal blood--those descended from Oberon (and ultimately his parents, Dworkin, formerly of the Courts of Chaos, and the Unicorn of Order herself)--are able to "walk in Shadow," mentally willing changes to occur around them. These changes are, in effect, representative of the Shadow-walker passing through different realities. There are apparently infinite realities, either found by the Shadow-walker locating such worlds or by creating them (we're never sure; neither are the characters).
Tough walk. In order to gain the power to walk in Shadow, Amberites must "walk the Pattern." Deep under Amber Castle, in the caves beneath the mountain Kolvir, the Pattern is in a huge cavern, luminescent and glowing. Once the walker sets foot upon the Pattern, he must continue following its labyrinthine course to the center; stopping for too long, or leaving the pathway of the Pattern, results in a terrible death (with a decent special effects display to punctuate it).
Resistances. Walking the Pattern is not an easy task. There is a resistance that slows the walker, as if he is wearing lead boots that get heavier and heavier with every step. During the ordeal, the walker passed through several points of extreme difficulty called "veils"--The First Veil, the Second Veil, and the Final Veil. These points represent intense surges in this fierce resistance; however, "breaking through" a Veil causes the resistance to let up a bit.
Commanding the Pattern. Once at the Pattern's center, the walker has the power to walk in Shadow. As well, being at the center gives him the opportunity then to command the Pattern to send him anywhere he wishes--across the room, back up to Amber Castle, across the world, to another Shadow world, here on Earth, etc.
Other Patterns. Through the course of the ten books, we find the existence of many other alternate patterns. There is the Pattern in Rebma, a reflected version of Amber beneath the sea; there is the ghost-city reflection of Amber in Tir-na Nog'th; there is the Primal Pattern, the one true Pattern that is higher on the reality scale than even Amber; Corwin's own Pattern, off in Shadow; and even imperfect versions of the Pattern found in Shadows very close to the true Pattern.