In Japan, there's a companion book to the game that contains several short stories, interviews, and explanations to Nier's dense backstory. A group of dedicated GameFAQs denizens have translated the thing, and have posted the results in a google document:
I just finished reading the whole damn thing, so I'd be willing to answer any questions for those not willing to dive into a 75,000+ words text-dump.
Did you know that: (no main plot spoilers, only background stuff)
-Kaine is a hermaphrodite. Word of God, here. She has both dude and lady parts.
-Emil is gay, and has romantic feelings for Nier.
-The various bosses are named after fairytale characters? For example, the robot head you throw bombs at is Geppetto, the little shade is Cleo (the goldfish), and P-33 stands for Pinocchio. The junk heap brothers' real names are Jiminy and Gideon (the cat), while their mother's name is Blue (the fairy) and her illicit lover is Carlo (the author of the original Pinocchio story). Other names include Mother Goose, Hansel and Gretel, and Captain Hook.
-The corpse of the dragon Angelus from Drakengard caused the Black Scrawl.
-The Grimoire Noir from the prologue is not the one you see later, but is in fact a copy, mass-produced to create Gestalts.
-The memory tree is magic-powered computer network.
The book also tells you what happens after the various endings (hint: it's just as depressing as the rest of the game).