I’ve been doing a whole lot of rereading of Thanos and his Black Order, following the D23 announcement that 4/5th of the Black Order will join Thanos as the villains of Avengers: Infinity War.
The simplest answer for related comic book recommendations is 2013’s Infinity event, where Jonathan Hickman, Jerome Opena, and Jim Cheung introduced the Black Order’s five dreadlords: Corvus Glaive, Proxima Midnight, Supergiant, Black Dwarf, and Ebony Maw. Honestly, though, this is an oversimplification, and if you jump straight in to Infinity without any context, you’re going to go blind in at least one of your eyes.
The Black Order (aka the Midnight Slaughter) are introduced as brand new characters about one third of the way (and one year) into Jonathan Hickman’s time writing Marvel NOW! era Avengers and New Avengers. As such, it’s important to understand the context of what’s already happened in Avengers and New Avengers going into Infinity.
I highly recommend Hickman’s complete run from Avengers #1 and New Avengers #1 to conclusion – which will bring you all the way up to 2015’s excellent Secret Wars!
Likewise, simply reading the six issues of the Infinity event will leave out a a lot of essential detail. The Avengers and (especially) New Avengers tie-ins are absolutely required reading to fully enjoy the event.
For a full event reading order, I recommend Comic Book Herald’s guide to reading Infinity!
The Black Order’s appearances outside of Infinity Comic Book Herald’s complete Thanos reading orderare extremely limited, but I’d recommend for the best catalog of their comics. The Black Order are most notable in Thanos: A God Up There Listening, and within the last year, The Unworthy Thor and Jeff Lemire and Mike Deodato’s ongoing Thanos solo series.