Valve is one of the most respected game companies in recent years, and part of this comes from not only the incredibly polished games themselves, but the deep and rich stories told within those games. This is especially interesting as a lot of the more interesting parts of these stories are told in the supplementary material, the most engaging IMO being the incredible comics they've been releasing for games such as Portal, Team Fortress 2 and Left 4 Dead.
The only downside of course being that these are digital releases, and unless you save all the files you'll need to go online to revisit them. This is changing this coming November however, as Dark Horse Comics will be compiling some of the comics into a physical release. The headline will be the Left 4 Dead comic, The Sacrifice and I'm sure you'll find the Team Fortress 2 and Portal comics in there as well (at least some of them). The book will be over 300 pages and retail for $30 in November.
So support your local comic shop if you can, or grab these online if you must. Either way, if you're looking to enjoy these in a physical format, keep an eye out for more information.