Theodor Fontane's _Irrungen, Wirrungen_ (1888) is a superb novel; though the Penguin translation (the title very loosely translated as _On Tangled Paths_) is extremely unreliable in certain crucial passages. His _Effi Briest_ is also well regarded.
Georg Büchner's plays (ca. 1830s) are also excellent. Usually available in one volume.
Heinrich Heine for lyric poetry.
These are the three major figures in 19th century German literature – not counting the German Romantics ca. 1800.