2 books series come to my mind.
The first series is by my favorite Author, Lawrence Watt-Evans
http://www.ethshar.com/ though I don't know if series really fits. He writes these books as separate, stand alone books that happen to take place on the same world. Characters don't have a direct relation to each other and it's rare that they meet but actions of main characters in early books effect the characters in later books. For example characters in later books stay at a hotel built by the main character in the first book. As the time line progresses we learn more of the rules in this fantasy world. Another thing about these books, none of the characters are 'heroes' all of his main characters that are normal people trying to make the best of their lives.
The other series I'd suggest is the riftwar saga by Raymond Fiest, the original series and the empire series. There are like 4 more series that follow the original but they just don't have the quality of the originals. This is a good series that as time goes on you learn more and more of the physics but at no point are all the rules handed over to you.