Last Exit by Max Gladstone

From the co-author of the bestselling This Is How You Lose the Time War.
Gaiman's American Gods meets King's The Dark Tower in this electric, captivating road trip across America and alternate realities to stop the apocalypse, from a Hugo and Nebula Award-winning author.
Imagine that the American highway system is a vast magical network binding city to city. By soaking up magic from intentionally directionless travel, initiates can slip into alternate realities. Stray too far from our America, though, and things get weird. And dangerous. And terrifying.
When visionary mathematician Zelda Qiang was in college, she learned how to travel from one alternate reality to another. Her response was to take her friends on a road trip to strange new worlds. Six of them set out. Only five returned. Zelda's lover, Sal, betrayed them: she walked into the jags―sharp cutting shadows like cracks in space―and didn't come back.
Now Zelda still walks the road alone, a wandering magus keeping the jags from breaking through. But now Sal is coming back―with Dark Things in tow.