After the Changeling invasion, Celestia and Luna make the decision to have Twilight investigate the Elements of Harmony and solve the mystery of their power.

A thousand years later, Rainbow Dash awakens in a world she does not recognize. She has no idea how or why she came to be there. She does not know the language, the geography or any of the rules of this new time. She soon finds allies in Star Fall, a scholarly pegasus whose Talent is Magic, and Astrid, Star Fall's Griffin guardian. Together they set out to discover why Dash has been sent to the future, and how she might return to when she belongs.

War threatens the nations, a Nightmare stalks the shadows, and Rainbow Dash's arrival has turned her into a wild card in a deadly game that pits the law on both sides of a broken Equestria against a mysterious criminal figure, Max Cash. Yet the stakes are higher than anyone knows, for in her research Twilight Sparkle discovered a dark secret about the Elements, something that will shake the foundations of the world.

Cover image by SierraEx
Has a TvTropes page

Applejack had long since taken the Hearth’s Warming Eve story for fact. When she and Fluttershy find themselves in an untamed wilderness, they’ll learn that not all history is preserved. In their struggle to find their way home, the two will unearth secrets unknown to any living being, pony or otherwise.

Half a world away, the others have problems of their own. As Rainbow Dash struggles to discover exactly what she is to her oldest friend, Twilight must face the stunning truth about her long-time mentor.

In the end, what is lost, and what is found?

Bioshock meets MLP in this psychological thriller, where Celestia's new faithful student, Siren Song, must discover the truth behind the city beneath the waves.

Beautiful, gifted, and faithful student of the Princess of the Sun, Siren Song has very nearly everything a pony could want. Sometimes though, in the twilight hours, Siren can see the sadness in her mentor's eyes. Once, ponies whisper, the Princess had another student named Twilight Sparkle, but she left Equestria, never to return. The pony who has a perfect life just needs one more thing—to convince Twilight Sparkle to come home so the Princess will smile again. But when Siren arrives in pursuit of Twilight, she soon finds herself trapped in a city of horrors, with only its monstrous denizens for help.

Now with a TV Tropes page!

Over a thousand years ago, two royal siblings fought for the sky and were exiled, one by her sister's hoof, and one in penance for what she had done.

In the present Republic of Equestria, no one remembers them as anything more than legends and old pony tales. Save for one shy filly who fell from the sky one fine summer's day.

An Alternate Universe "What If" tale, reconstructing the beginning from a different angle.

"... at the forefront of our fandom’s writing scene ... Masterpiece." —PCaRG
"... really enjoyable ..." —City of Doors
"...worthy of high praise." —PaulAsaran
"Lots of wonderful world-building, great action, well-developed characters and an engaging story." —Hoopy McGee

Steel Song is a lot of things. Earth pony. Uncle. Professional bodyguard.

Retired.

So when he receives a mysterious package from Princess Luna a few weeks after the changeling invasion, he's understandably apprehensive. More-so when he presents himself before the Royal Diarchs to find that not only do they desire him to come out of retirement, but to take command of a most unusual position...

A position that may have more significance than any of them suspect. Because strange thefts are occurring on the Equestrian Railway, thefts that nopony can explain. Thefts that may have far more sinister intentions than their seemingly innocent nature may convey.

Intentions sinister enough to shift the balance of power in Equestria forever.

Book I of The Dusk Guard Saga.
Epic Fantasy
Has a collection of Side Stories as well, the first of which is here.
Now with a TV Tropes page!
"This is 100% Approved by Twilight's Library!"
Added to Twilight's Library 11/26/2013
Added to Canterlot's Finest 12/01/2013

Be Awed and Amazed by the tale of Sweetie Belle as she traverses the multiverse in search of her lost mentor and friend, Twilight Sparkle! Will she find her in post-apocalyptic Equestria? Or maybe in a strange world where everypony is the wrong gender? Or even where a Pony claims to be a human? Read as she journeys through very familiar worlds you might have read about... if you dare!

At this point in time all the main worlds to be visited have already been chosen. Thank you all for the suggestions, and I hope you enjoy the surprises!

Here's the official TSC:F Music Intro: The Sweetie Chronicles: Fragments

WDTP: S2/3-CE
You can also visit the TV Tropes Page which has spoilers!

Hope is the faith of the young. Losing everything she holds dear, Puppysmiles embarks on the adventure of her life to find her mother, her hopes of meeting her again driving her through the horrors of a world not of her making. Too bad the Wastelands doesn't care about hope.

Inspired by the heroics of the mysterious mare known as the Stable Dweller, Silver Storm, a guard of the town of Marefort, decides to go on a daring mission to rescue her captured brother. Of course things rarely go as planned and her attempts at heroism drags her into a tangled web of plots and conspiracies as warring factions vie for control over the last great city: Dise.

Spanish Version translated by Spaniard-Kiwi: https://www.deviantart.com/spaniard-kiwi/art/Fallout-Ecuestria-Heroes-996263393

This story is a sequel to The Promise of a New Day

Story three of Savage Skies:
All sorts of things are brewing in the pegasus city of Cloudsdale, which is a problem for Ponyville as the one thing that isn't is a rainstorm. As the drought continues to drag on, Rainbow Dash must confront her hometown and its history, as well as her own history. But she won't do it alone, which is good, because she'll need all the help she can get.

Series starts with Foal of the Forest.
Now with a TV Tropes page.

This story is a sequel to When the Man Comes Around

Day grows cold and dusk draws near,
The winding path no more shall bend.
Sunlight takes its its final rest,
As every journey meets its end.

This is the final story in The Journey of Graves.