|High-Level D&D Sets||
The Companion rules covers characters levels 15 - 25; Master rules from 26 - 36; Immortal rules from 37 on up.
Unlike with the D&D Basic Set and Expert Set, the series of modules produced to support each of these expansion sets were exclusive; in other words, the modules were the only modules ever produced to support them. Access their pages here: Companion Series Master Series Immortals Series
The Wrath of the Immortals boxed set is the Immortal-level companion to the D&D Game and the D&D Rules Cyclopedia, all of which are the successors to the Basic / Expert / Companion / Master / Immortal Set series. Yes, it's quite confusing. It contains a 128-page rules book, a 96-page adventure book, and two full color maps. The working title for this set was "Lords of Creation", and it was originally intended to be the "Master"-level set.
There are no differences in printings of these sets, other than the minor printing difference noted below for the Companion Rules.
Subsequent versions of the Companion rules and Master rules were incorporated into the D&D Cyclopedia (and later incarnations); the Immortals rules developed into the Wrath of the Immortals Set.
Thanks to Adrian Newman for the scan of Master Rules, and Kurt Lupinsky for the scan of Immortals Rules.
These sets are fairly common.
Set 3: Companion Rules
Set 4: Master Rules
Set 5: Immortals Rules
Wrath of the Immortals