Peter H. Wilson has a forthcoming (in the US, I think it has been published in the UK) book, Heart of Europe: A History of the Holy Roman Empire. Wilson covers the roughly thousand years of the HRE, but not in a narrative or chronological fashion, but in terms of themes like "Kingship" and "Authority and Justice." Joachim Whaley also has a pretty thorough two-volume history of the early modern HRE, Germany and the Holy Roman Empire, which, as the title suggests, is centered more on Central Europe than the peripheral edges of the HRE like northern Italy.