Yes, most of his books take place in Zamonia. I read Rumo last year (and yes, it's the same Rumo). It was good, but nowhere near as good as Bluebear, I thought. I don't believe the books have to be read in any particular order. The second book in the Zamonia series, Hansel and Gretel, hasn't even been translated into English for some reason. I'm particularly looking forward to the next one in the series, which is called The City of Dreaming Books. Moers has since published another book directly related to TCoDB, called The Labyrinth of Dreaming Books, and a third one will be published in Germany late this year, The Castle of Dreaming Books.