A Series of Unfortunate Events by Lemony Snicket.

i have only three books from the whole series, but i have read it all. true. i love it [tell me about a book i do not love, Self-Help]. It says in the title a series of UNFORTUNATE events. So the author is preparing you for a non happy ending. Lemony Snicket will tell the story of the little orphans. The Baudelaire.
The whole series is written in past. The author Lemony Snicket write the story as a recall of what happened to these little children.
Main Characters:

Violet Baudelaire: She is the oldest sister and the inventor.
Klauss Baudelaire: The middle brother and book worm.
Sussy Baudelaire: The youngest sister, chewing then cooking.
Count Olaf: The bad, bad, bad guy.

This is all you need to know about the Characters.

Since it is a series here is the title of every single book til the end of the series. Beware there is also additional context from which i do not know much or posses.

1. The Bad Beginning.
2. The Reptile Room.
3. The Wide Window.
4. Miserable Mill.
5. The Austere Academy.
6. The Ersatz elevator.
7. The Ville Village.
8. The Hostile Hospital.
9. The Carnivorous Carnival.
10. The Slippery Slope.
11. The Grim Grotto.
12. The Penultimate Peril.
13. The End.

As i wrote, it is a sad story, but to be true its end has a beautiful point in hope. i recommend this series because it is a different literature where to win the Baudelaire have to sacrifice a lot.