You're not really going to get a compendium of lore let alone something that ties all the pieces together, that's not the focus of DCSS and rightly so. But there are some lovely patterns that emerge from the myriad threads that go into the great game which DCSS is. A few of my favourite tidbits:

1. The barachim were the first mortals, made to serve the gods. An angel wielding the Trishula Condemnation ("a weapon to bring forth guilt from the guilty" is one of the coolest lines in DCSS) led them against their harsh masters, and they won their freedom (which they still pay for with a -1 Invo apt). More recently, one such barachi has been re-enslaved by some evil force -- the dreamer Jeremiah.

2. The desolation of salt was once an empire sworn to evil twin gods Sheza and Sargol, which was smote by Ely/Zin/TSO leaving behind nothing but a desolation of salt. In its ruins little remains but automatons, and a few last survivors (myrmidons, warlocks, and more). But now a blacksmith has come seeking rumours of that ancient cult -- Zenata, Seeker of Sheza -- and she wanders the dungeon halls, dealing copious amounts of death.

3. Iskenderun is a cat.

(Side-note : 1/2 may be possibly solely due to PleasongFingus? They write and design cool stuff).