There are many important multi-volume series on the history of Christianity and the development of theology; here is a listing of some of my favourite works on the issue:
Jaroslav Pelikan, The Christian Tradition (5 vols)
Adolf von Harnack, History of Dogma (7 vols)
Philip Schaff, History of the Christian Church (8 vols)
Idem. Creeds of Christendom (3 vols)
Karl Josef von Hefele, A History of the Councils of the Church (5 vols)
Justo L. Gonzalez, The Story of Christianity (2 vols)
Kenneth S. Latourette, A History of Christianity (2 vols)
Philip Hughes, A History of the Church (2 vols)
Jaroslav Pelikan, The Christian Tradition (5 vols)
Adolf von Harnack, History of Dogma (7 vols)
Philip Schaff, History of the Christian Church (8 vols)
Idem. Creeds of Christendom (3 vols)
Karl Josef von Hefele, A History of the Councils of the Church (5 vols)
Justo L. Gonzalez, The Story of Christianity (2 vols)
Kenneth S. Latourette, A History of Christianity (2 vols)
Philip Hughes, A History of the Church (2 vols)