Book of Cain
essentially does covers just about everything that is major lore significance of the Diablo fanshcie, with the exception of a few lacking areas people overlook.
You can also purse over the journal entries of Abd al-Hazir and a couple other lore-related pages from the Diablo III site's World section: http://us.blizzard.com/diablo3/world/
(e.g. dark cultists, unburied, New Tristram, Cain's Journal etc.) The Game Guide found in the battle.net header above include more lore for the Classes (again), plus background accounts of the Artisans and Followers.
If you want Diablo novels, the Diablo Archives
packed together with four novels. The Sin War trilogy may prove interesting to pick up if you'll like to get a firsthand read of a historical event of Sanctuary, but heads-up, if you don't want spoilers (or don't want to read a trilogy) Book of Cain
does roughly summarize the Sin War novels.