Black Dossier is a midquel to fill space between Vol. 2 and the current running Vol. 3. All it does is explain some more backstory to the universe. If you buy Vol. 1 and 2, you won't really be reading anything too new. All the back stories in it is way more interesting than the storyline that occurs around it all, though. It has a lot of sex, and I mean A LOT of sex, so get ready for that.
I bitched a little more in-depth about it in this
thread.
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