Shadowfell: Gloomwraught and Beyond is an incredible source book for cr sting shadowfell character concepts, and just generally mining for ideas. I love that box set.
Heroes of The Feywild is the best book of 4e, and one of the best dnd sourcebooks of all the last decade or so, easily. I still use it to make 5e characters if they have any tie to the Fey. One of my favorite 4e campaigns was largely based on the options and ideas presented in that book. I played a (female, bc every book has flaws and satyrs shouldn’t be male-only!) satyr skald Fey Beast Tamer, my wife played a pixie Ninja Executioner, our friend played a Hamadryad Witch, and our other friend played an Elf Samurai that didn’t really use the book that much. Damn fun game. The DM built this whole Great Southern Forest area for it, bc he liked the Feywild to be part of the world. It was a deep forest that took up a land area comparable to Southern Europe, and included most of the described setting stuff of the book.
The Rules Cyclopedea, or Rules Compendium, or whatever it was called, is the best DMG/PHB in 4e, and it just does an excellent job of explaining how the game works. The essentials Heroes of The [Adjective Place] books were quite good, as well.
The online magazines were also full of really incredibly good lore and crunch, as well.
One thing I love in 4e is how steeped in lore every theme, paragon path, epic destiny, themed set of feats, new class build, race, and class, was. Not to mention the gear sets, rituals, etc.
the damn magic weapon descriptions tell stories about characters in a world!
Anyone remember the White Lotus feats?
And wild stuff like the Red Witch, or the Winning Races articles that expanded the lore of Gnolls, Minotaurs, Kenku, etc?
I would love to see a solidly curated complilation of all the 4e lore that isn’t specifically for a published setting, into a full sized campaign book.