On my recent two-week trip to Japan, I played effectively no video games, but I did spend a lot of time reading Horus Heresy books on my Kindle. The first was a collection of short stories called Tales of Heresy, which featured some very cool looks into various times, places, and factions of the 31st millennium. One of my favorite featured The Emperor himself in a prominent role laying out his vision of the Imperial Truth to a religious man at the end of the Terran Unification. Another told the tale of the bloodthirsty primarch Angron taking leadership of his legion of Space Marines, the World Eaters.
After that collection, I moved on to a duology about the Dark Angels legion and their primarch, Lion El'Jonson. The first book, Descent of Angels, was decent but had no real relevance to the events of the heresy; it was just an origin story of sorts for this legion, which I believe stay loyal during Horus' rebellion. I am now reading the follow-up, Fallen Angels, which is considerably better written (many different authors write the various books of the Horus Heresy series), and will presumably shed some light on what exactly the Lion is doing with his legion while the Imperium tears itself apart with internecine conflict.
Every time I look at the Horus Heresy wikipedia page, there are three or four more novels I find that I want to read. I'm on my 14th (!) at the moment. It's a pretty epic series, with many different players with a variety of motives and many different conflicts across the galaxy, all centered around a handful of key highly charismatic figures. I don't know of much else like it.