TL;DR: Pretty much everyone who matters has read at least some of the comics, except for Norman Reedus and Scott Wilson, although the latter suggested that he will read the series now that he's off the show. Some cast members, including Sonequa Martin-Green and Iron E Singleton, appear to have read only a few issues. Most admit to being somewhat behind in reading the comics.
Case by Case:
Warning: Comic book spoilers ahead
2012 Interview with Andrew Lincoln (Rick):
Q: So you've read the comic books!
A: No, I stopped when they cut my hand off. Why would I read anything after that? No, interestingly, I am going to go back and revisit in between the seasons. If there is a fourth season – and fingers crossed there will be – I'm going to back to the comic book and really mine them because I think it's about time.
- Rolling Stone
2013 Interview with Andrew Lincoln:
Q: Last year, you mentioned that you were going to try to catch up on The Walking Dead comic book series. Were you able to read any of it?
A: I absolutely did! Robert Kirkman kept to his word and sent me a very heavy bundle of books. I read to a certain point that I felt was apt this season. I’m really pleased as well, because there’s one book in particular, and I won’t say much about it, but the hardcore fanbase is going to be thrilled to see one particular episode this season.
It’s an incredible thing and ...It was great to return to it because it’s slow and seeps in, and it’s terribly shocking. I love the rhythm of the book. Robert has done a tremendous job of exploring these new characters and having the shockingly terrible bursts. I like the balance of the [comics] and no wonder it’s been so successful. That man has an incredibly twisted imagination…
- Daily Dead
2015 Interview with Steven Yeun (Glen):
"I remember the first couple seasons, there was a little bit of backlash on Lori,” Yeun told Hitfix. “The character Lori. And to me, she was very similar to the character that they wrote in the book. In the [comic books], when I read the [comics], I hated Lori. But the thing is, is the reason why is because she's coming from her own place which is rational in her mind."
- iDigitalTimes
2010 Interview with Steven Yeun:
Q: What did you do to prepare for the audition?
A: I read (the comic book series) over again. I actually had been a fan since 2005. I moved to Chicago, and my friend told me to read it. I read from issue 1 to issue 68. It was pretty intense. The comic is pretty dark. It kind of leaves you in a weird place if you sit through it for an entire day.
- Time Magazine
Interview with Melissa McBride (Carol):
Q: Obviously you're a very different character than in the comics -- and not just because your Carol is still alive.
A: I’ve read the comics up to a little bit past where the character, Carol’s character dies. When I first got the part and I was reading, finding out about the character, I didn’t know what they were going to do with it, if it was always going to be verbatim from the comics. I like the way it’s turned out, I’m glad that they took a chance on this character and I’m happy that it went in a bit of a different direction. To whatever I owe the credit, I'm not sure.
- Comic Book
Wikipedia article on Sonequa Martin Green (Sasha):
After auditioning for the role of Michonne1, she read the first three volumes of the graphic novels in preparation for the television series. Knowing they were different, she chose not to continue reading the comic book series to avoid being aware of future storylines that may occur on the television series.
1She didn't get the role of Michonne, but was later cast as Sasha
Interview with Michael Cudlitz (Abe):
Q: Do you still follow The Walking Dead comic books now that you're on the show?
A: I'm behind on the comics. I'm past my death, spoiler alert in the comics.
Q: That was a shocker!
A: Yeah. I'm past that, but I'm not caught up.
Q: Do you get a little bit nervous about the television series approaching that point in the comic books?
A: No. They're concurrent worlds. They're very different than each other... Then they're very much the same... Me worrying doesn't make me stay around longer. They'll take me out if and when they want to. I'll just enjoy the time that I'm here.
- Comic Book
Interview with Danai Gurira (Michonne):
Q: What's it been like for you to jump into a character that people who read "The Walking Dead" comic are such huge fans of?
A: At the end of the day, even as I was preparing to audition for the role, I think it was good for me that I didn't know so much. I did my research and read about her online, but I didn't know a lot. So what I went with was what the sides were and what I knew of the world since I'd watched the first season. I just really approached it as creating and building a character. I could see aspects of her from how she's described and how she's drawn, but also from the multi-layers of who she is. That's like any character building. A lot of that is really clear on the page. The created a great dummy scene for the audition. But most of it came from my not knowing too much.
Q: Do you keep up with the comics at all?
A: Kind of, but not really. I was told by Glen [Mazzara], "You can read them or not." But I wanted to read them. I'm a researcher. I wanted to see where she was birthed from and how they approached her. And I wanted to know the stories. So I started, but then I'd get confused because I was watching Season 2 at the same time! [Laughter] It was kind of incredible how they were melding as the stories were being told. The comic book is very vivid. It's amazing how many of the moments are illustrated, and it just sticks with you. I haven't read comics since I was a kid, so it was great to delve into one with such dire stakes.
But they gave me the comics through about Book 7 and a few after that. I'm maybe about 20 behind at this point. But I get told if something major happens.
Q: You're still alive.
A: [Laughs] Yeah, they told me that. And I was told [what happens in #100]. That was when we were at Comic-Con.
Q: Have you learned things about her from the comics that you didn't expect?
A: Yeah. I think as you dig, you start to realize how there are a lot of colors to a character and how they're function in the world and why. I think digging into the why has allowed her to open up more and more. I'm digging into the moments where things have to shift so I can look back at who she was before everything went down. That process shows you how you can become something when something dire happens, and Michonne became something. She was somebody else before, and I've been tapping into that and allowing it to come out. It's been a very interesting process.
- Comic Book Resources
Interview with Chandler Riggs (Carl):
Q: What’s it been like acting on the show without Sarah Wayne Callies, your on-screen mother, and Jon Bernthal, who was a bit like a second father for Carl?
A: It’s been hard having them gone — both of them — but I learned from them in the time I did have with them. When I signed on I knew that they would eventually get killed off, because I’d read the comics. Every now and then Sarah’s on the set again. It’s been cool to see her. Usually they have the death dinners that are at bars, so I can’t go! I don’t think [I’ve been to any].
- AMC
Interview with Josh McDermitt (Eugene):
Q: Have you read the comic books?
A: Yeah. I’ve read a lot of them, and the ones I haven’t read, I know what’s going on. I love them. I was a fan of the show. I was a fan first. They’re different, but they’re great all on their own. It’s interesting to see what they’ve changed on the show ... I have no expectations as we do the show of: This is going to happen, or I hope this is going to happen to this character or my character, just because they do change it and often for the better. You can do things on TV you can’t in the comic and vice versa.
- Pittsburgh Magazine
Interview with Lauren Cohan (Maggie):
Q: Were you familiar with The Walking Dead comics before you auditioned for the show?
A: I have to admit, I had never read a comic book in my life, so I wasn’t familiar. That’s what was so funny to me — I thought I knew who liked to read comic books, and then I started picking them up and was like voracious with them. Now I understand why they are so popular.
- WhoWhatWear
Interview with Norman Reedus (Daryl), The Walking Dead creator Robert Kirkman, and executive producers Gale Ann Hurd, and Scott Gimple:
Norman Reedus, who plays redneck heartthrob Daryl Dixon on the show, was unaware there was a tiger in the source material before Zap2it brought it to his attention (he hasn’t read the books, at least partially because his character doesn’t exist in them). Afterward he seemed more excited than anyone.
“A tiger on set? Dude, that’s the greatest news I’ve ever heard. That’s rad,” he says, suggesting Daryl might kill Ezekiel on the show just so he can take Shiva for himself. The image of Daryl with a crossbow in one hand and a tiger’s leash in the other — or Shiva riding shotgun in a motorcycle side car — tickles Reedus as much as it should fans. “Tiger!” he yells repeatedly.
“[Reedus] has always wanted an animal,” Hurd explains. “Is that what you’re going to be begging all season?” she asks him. “‘When do I get the tiger? Can’t you give the tiger to me?’ You can tell which of us have read the comic books.”
- Zap2It
Interview with Chad Coleman (Tyreese):
Q: Had you read the Walking Dead comics before your audition?
A: I have some knowledge of the comics but I was told not to worry about it as a lot of what we're going to do is going to be a lot different than the comics and when we need to reference the comic, I have the material available.
- Hollywood Reporter
Interview with Scott Wilson (Herschel):
Q: As you know, this is all based on Robert Kirkman’s comic book series. When you got the role of Hershel, did you dive into the comic book series to see where your character might be headed?
A: You know, I didn’t because I was told that it wouldn’t be following the comic books to the letter. I didn’t want to get hooked on something, think that my character should go somewhere, and then put myself in a position that was contradicting the storyline coming from the writers’ room. I didn’t watch the show either until the entire season was over, so now I can follow the show every week without having to worry about it [laughs]. And I will read the comic book series now.
- Daily Dead
Interview with Iron E. Singleton (T Dog):
Q: So have you had a chance to read any of the volumes of The Walking Dead comic series?
A: I have read certain segments of it on the set. I’ve done so much research, extensive research on the internet.
- IronESingleton
Interview with David Morrisey (the Governor):
Q: When you were cast as The Governor, did you immediately start reading the comic books?
A: I didn’t read the comic books, but I did read “The Rise of the Governor,” which is Robert’s book. The complexity of the character is something we’re going for in the show. I didn’t read the comic books for awhile. I got into that late. It’s more about taking my lead from the book, as much as the comic book. That’s where I am with it, at the moment.
- Collider
Interview with Jon Bernthal (Shane):
When we first started, they were audtioning Rick's and Shane's together and you had to audition for both parts. The actors switched off playing parts and I said that I just wanted to auditon for Shane. They said, well, Shane's not going to make it very long. I said alright, it was really the role that I was very much drawn to. Then I went home and read the comic books and was like, shit! this guy really doesn't last very long! I really dug that - knowing. I knew from the beginning that it was going to happen and I, pretty much, knew exactly when it was going to happen.
- Movie Pilot