United under the aegis of Prussia, Germany was initially an empire, or Reich, before the country transformed into a democratic state in the aftermath of World War One. However, it is important to remember that a 'German' national identity existed long before the government that bore its name. Books relating to 1918 - 1939 can be found here, and volumes on Germany as a whole here.
1. The Formation of the First German Nation-state 1800 - 71 by John Breuilly
Unlike many books on the formation of Germany, which only examine the decade leading up to 1871, this text takes a longer view, tracing events through from 1800. I prefer this approach, and Breuilly's work is an excellent account of German unification, covering many topics, including culture and society alongside war, diplomacy and Bismarck.
2. Germany in the Age of Kaiser Wilhelm II by James Retallack
This book isn't simply an account of Kaiser Wilhelm's Germany, but a great introduction to the different approaches of historians and their changing views on the Kaiserreich. As such, both the beginner and high-level student will find this slim volume of interest.3. The Struggle for Mastery in Germany 1779 - 1850 by Brendan Simms
This highly praised study argues that the Prussian led unification of Germany was far from inevitable, instead illustrating how a power struggle occurred in central Europe in the post-Napoleonic era. Simms makes excellent use of her sources in this excellent analysis.4. Imperial Germany 1850 - 1918 by Edgar Feuchtwanger
A perfect textbook for the undergraduate, or an ideal volume for anyone interested in the nature and evolution of Imperial Germany, Feuchtwanger's book is wide-ranging in theme, discursive in nature and interested in explaining competing ideas rather than arguing for a specific interpretation. It is, therefore, a very good book.5. Imperial Germany 1890-1918 by I. Porter, I.D. Armour
Written for the mid-level student (specifically, the UK's 'A'-level) this book focuses on the key topics required for a firm knowledge of the period. The text is therefore explanatory, covering a broad range of themes in a concise manner; documents are also included and discussed.6. Bismarck and Germany 1862 - 1890 by D. G. Williamson
This book might be small, but it manages to include a broad, but necessarily concise, examination of Imperial Germany as well as maps, 48 documents (partially annotated) and a glossary. As the title suggests, the emphasis is on Bismarck and his role in Germany.7. Germany from Reich to Republic 1871 - 1918 by Matthew S. Seligmann
A re-evaluation of politics in the second German Reich, this book includes discussions on diplomacy, key personalities and the changing nature of the state. Don't buy it if you're looking for a general introduction to the society and culture of the period, but otherwise this is a fine exploration.8. Kaiser Wilhelm by Christopher Clark
Praised for combining insightful biography with a friendly and accessible style, Clark has written an excellent book on Wilhelm II, exploring both the political and familial conflicts that affected the Kaiser. The explanation of domestic and international events is deft, while Clark covers Wilhelm's whole life, including his often forgotten post-World War 1 exile.9. Bismarck by Bruce Waller
This short book is less a fully-fledged biography of Bismarck than a simple examination of his beliefs, actions and achievements; it is thus a perfect introduction for students. A new second edition includes a revised text and an additional chapter on the popular theme of Bismarck and militarism, and I advise you to seek this out than pick up - an admittedly cheaper - second hand first edition.10. Germany: a New Social and Economic History Vol 3 edited by Sheilagh Ogilvie
This, the third and final volume of the 'New Social and Economic History' of Germany, covers the period 1800 until today. A wide variety of themes are covered in a number of ways, from the standard 'names and date' to the more thematic.