Doctor Strange Damnation: Return of the Midnight Sons - it is a 2018 Midnight Sons Horror Event that ran through 5 or so titles at the time. It deals with Mephisto taking over Las Vegas.

We give away a trade of Damnation every month on this reddit. We just gave away one today. Feel free to enter into the contest for the next giveaway. Or you could just order the trade off Amazon for 20 bucks.

The other story of note is 1991's Spirits of Vengeance: Rise of the Midnight Sons. This is the story the game is based on. It deals w/ Lilith invading the Earth. We also give away the trade of this quite often, we've given away two copies so far, and will likely be giving away more. So keep your eyes open for it. Or once again, you could just purchase the trade off Amazon for 20 bucks.

The final recommendation that I have would be Hearts of Darkness, which was a teamup event of the 90's, that is perhaps in my opinion the single greatest 90's comic of all time. You can also test out the various Nightstalkers & Legion of Monster titles that have launched within the last 30 years or so, they are basically midnight sons titles, albeit in spirit and not so much in name.

There is also Spirits of Vengeance: War At The Gates of Hell which came out either directly before, or directly after Damnation. The team actually calls themselves The Midnight Sons (I think, could be misremembering) but I honestly thought the story wasn't that great.