It depends on what specifically you're interested in - there are plenty of fine works out there, but I would recommend James J. Sheehan's German History, 1770-1866 (Oxford, 1989), Frank B. Tipton's A History of Modern Germany Since 1815 (University of California, 2003), and Gordon Craig's Germany, 1866-1945 (Oxford, 1980).

I am reading Craig at the moment, it is very old school history - politics and wars - but beautifully written and a good overview if you don't know much beforehand. You might find Matthew Jeffries' Imperial Culture in Germany, 1871-1918 (Palgrave, 2003) a useful cultural history complement, as well as Ute Frevert's Women in German History: From Bourgeois Emancipation to Sexual Revolution (Berg, 1990).

Finally, there is a good duology of critical essays on the German 19th century historiography, Eley and Blackbourn's The Peculiarities of German History: Bourgeois Societies and Politics in 19th Century Germany (Oxford, 1984).