Every time I see H1-HX, I can't help but think of the Bloodstone lands campaign -- amusing that the 4e campaign using the H identifier also featured Orcus...
Yeah, he was the final boss of that adventure path. I have fond memories of these adventures.
So I've seen a few people on different threads praise the lore that was in 4e as being some of the best in a D&D edition. If I wanted to read some of it, any recommendations on particular good books from a lore perspective?
The thing with 4e lore is that it's spread in many books, and it was like that by design. When they created the Nentir Vale, their goal was to create "modular homebreweable pseudo-setting", that the DMs could use as they saw fit. So, you can drop the Nentir Vale into your already started campaign (be it set in FR, Eberron, your own homebrew setting, etc.), or use the setting as the starting point to create your own homebrew world, and import stuff from FR, Eberron, etc. to expand it.
But, as they began to release new books, adventures, etc, the lore in these products was connected to the Nentir Vale's background lore. By the end of 4e's lifetime, the Nentir Vale was as complex as the actual D&D settings. So, it's very difficult to get all the lore in a single book.
That said, the books that have the most relevant lore are the following:
Nentir Vale lore:
The first 4e Dungeon Master's Guide has the basic information about the Nentir Vale region, as well a section describing the philosophy behind this specific setting. The Dungeon Master's Book (from the Essentials Dungeon Master's Kit) has this same information with a few updates from latter products, but lacks a few bits of information from the DMG. You don't need the two to run a campaign in the Nentir Vale, unless you are a lore freak like myself.
The Dungeon Master's Kit also includes Reavers of Harkenwold, one of the best adventures written for 4e, set in the Harken Forest, a small region within the Nentir Vale. Reavers can be a good reason to prefer the Dungeon Master's Kit over the DMG.
Another good book about the Nentir Vale is the Monster Vault: Threats to the Nentir Vale, as it focus in specific monsters and organizations that live in this region.
The following materials are optional. They can greatly enhance your campaign, but they aren't necessary.
The adventures Keep on the Shadowfell, Thunderspire Labyrinth, and Madness at Gardmore Abbey are set in specific locations of the Nentir Vale. They can be greatly enhanced if you have the Nentir Vale's Monster Vault.
Also, the general Monster Vault includes an adventure set in the town of Fallcrest (the main settlement of the Nentir Vale): Cairn of the Winter King.
Finally, Hammerfast: A Dwarven Outpost Adventure Site describe the biggest dwarven settlement of the Nentir Vale.
General lore:
For the players' races lore I recommend the duo of Heroes of the Fallen Lands and Heroes of the Forgotten Kingdoms.
As already mentioned, the planar trilogy (Manual of the Planes, The Plane Above and The Plane Below) are recommended books, as they talk about the cosmology of the 4e lore. I would also add Heroes of the Feywild and The Shadowfell: Gloomwrought and Beyond, and Underdark into this mix.
If you want expanded information about the mythology of this setting, then Divine Power (gods), Primal Power (primal spirits) and Heroes of the Elemental Chaos (primordials) are your go to. I would add Psionic Power for the lore of how psionics work in this setting, but this is optional.
The Demonomicon is all about 4e's take into demons, while the two Draconomicons (Chromatic Dragons and Metallic Dragons) are all about our favourite wyrms. The two Player's Handbook Races (Dragonborn & Tieflings) are about the lore of these two race, that is really tied to the story of the Nentir Vale's world. Vor Rukoth: An Ancient Ruins Adventure Site is about an ancient ruin of the tieflings.
As you can see, these are a lot of books, and I'm just mentioning those with relevant lore. There are more books with lore, but not as relevant as these. There are also a lot of Dragon and Dungeon magazines with articles enhancing the lore of this "implied setting".
To make your life easy, I have compiled a lot of this lore into a
single document. However, this document is about just the history of the world, so the nuances of culture, civilizations and that stuff is not there.
Edit:
I know, I know. Keep on the Shadowfell and Thunderspire Labyrinth can't hold a candle on the vastly superior Reavers of Harkenwold and Madness at Gardmore Abbey, but I include them for two reasons:
1. Their lore, that is tied to the background of the implied setting of the Nentir Vale.
2. Their sandboxy potential. Specially Thunderspire Labyrinth, that can be easily adapted into the Nentir Vale's version of Undermountain.