There are 3 books in the Coldfire series. The newest book is Crown of Shadows which came out in 1995.

1
Black Sun Rising

Book cover of Black Sun Rising
Over a millennium ago, Erna, a seismically active yet beautiful world was settled by colonists from far-distant Earth. But the seemingly habitable planet was fraught with perils no one could have foretold. The colonists found themselves caught in a desperate battle for survival against theĀ fae, a terrifying natural forceā€¦
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2
When True Night Falls

By C. S. Friedman , C. S. Friedman ,

When True Night Falls
Blending science fiction and fantasy, the second book of the Coldfire Trilogy continues a dark tale of an alien world where nightmares are made manifest.

Two men, absolute enemies, must unite to conquer an evil greater than anything their world has ever known. One is a warrior priest ready toā€¦

3
Crown of Shadows

Crown of Shadows
While the people of Erna struggle against the cataclysmic powers of the fae, a force of nature that transforms nightmares into reality, the pain-hungry demon Calesta plots to remake humankind for the sake of his own desires.