I'll answer this before the moderators slide this over to the "Fantasy & Sci Fi Books, Movies and TV" forum where it belongs.
The Cormyr Sage is made up of three books,
Cormyr: A Novel by Ed Greenwood and Jeff Grubb,
Beyond the High Road, by Troy Denning, and
Death of a Dragon, by Troy Denning and Ed Greenwood. I'll endeavor to give a short description of the first two, despite not having read them (so I can't say how good they are). If I'm wrong here, anyone feel free to correct me.
Cormyr: A Novel is about an assassination attempt on Corymyr's King Azoun IV, and tells the story of his youth and how he grew up to become king.
Beyond the High Road is the story of Azoun's daughter, Princess Alusair, going out to find adventure, and dealing with the awakening of ancient evils called the ghazneths, bent on destroying Cormyr.
For more information, check out the section of WotC's page on books of the
Forgotten Realms that deals with
The Cormyr Saga.