>>76918467There's:
Sandman series (1-75 + specials)
3 Death miniseries (The High Cost of Living, Time of Your Life and At Death's Door, which happens during Season of Mists)
Endless Night OGN (1 story for each member of the Endless
Dream Hunters (Originally prose with illustrations by Yoshitaka Amano, later made into a comic)
Overture (Prequel to the whole series, but designed to be read last)
Plus a lot of spin-off minis that aren't as good as the mentioned above, like stories about Destiny, Thessaly, The Corinthian, the Dead Boy Detectives, etc.
Then there's the excellent spin-off series, Lucifer, written by Mike Carey, that begins after Season of Mists; the also pretty good Books of Magic series, which begins with a mini by Gaiman and continues in a long series and several minis, that all involve a lot of the Sandman mythos, like the land of Faerie; and the not so great sequel series, The Dreaming.
If you wanna go further, John Constantine appears in Sandman, Books of Magic and Lucifer, so Hellblazer is also connected to the nastier side of the "Sandman family". It's one of the best Vertigo series, but it was ruined in the last years, and further fucked by the New52 reboots of John.
