The Black Dossier is a black book that contains the secret history of the League of Extraordinary Gentlemen in all its incarnations, including their French and German counterparts. The dossier also contains more information about the world of the league, including the history of the gods.
The dossier was originally in the possession of the British Secret Service, until in 1958 Allan Quatermain and Mina Murray (who had by this time resigned from the league) stole it to find out how much MI5 knew about them. They took the book back with them to the Blazing World. What happened with the dossier afterwards is unknown.