Herodian, the Greek historian who lived in the late 2nd and early 3rd centuries A.D., is one of Gibbon's sources in Volume I, chapters IV to VIII. He wrote a History of Rome after Marcus, which continues down to Gordian III (180 - 238).
livius.org has an article on him. Jona Lendering calls the work "… a lively and accessible book that might also have been titled Crises in Rome, as it describes the Year of Five Emperors (193) and the Year of Six Emperors (238)."
In print, Loeb (of course) has a two-volume translation: Herodian: Books I-IV (Loeb Classical Library, No 454) and Herodian: Books V-VIII (Loeb Classical Library, No 455)
For French speakers, there is an online French translation of the preface to his history, and of his account of the death of Marcus Aurelius and the reign of Commodus.
Herodian's account of Elagabalus/Heliogabalus can be found at this site, together with other primary and secondary sources. The site was obviously compiled by a fan of the young emperor, but doesn't seem to have had anything done to it since 2002.
The coin collector's site Severus Alexander.com is devoted to Alexander Severus, and includes excerpts from Herodian and the other historians who cover the period.
Bingley