Preparations of thiolactams and thioamides are same - by thionation of corresponding amides and lactams. Thioamides are stable but reactive molecules.
P2S5 and some related reagents (Lawesson reagent, Davy-reagent p-tolyl, Pentathiodiphosphorus(V) acid-P,P′-bis(pyridinium betaine) are used for amides thionylation - look for citation on http://www.sigmaaldrich.com/catalog/product/sial/232106
Azepane-2-thione (thiocaprolactam), piperidine-2-thione and pyrrolidine-2-thione are commercially available from many vendors : http://www.molbase.com/en/2295-35-4-moldata-706839.html#tabs
I would avoid P4S10 it is very insoluble, years ago I published a better thionation agent. It is like Lawesson's reagent but each aryl side group has a tert-butyl ortho to the methoxy. I found that this reagent is nice and soluble, I could do thionation at room temperture of electron rich carbonyl compounds such as amides and things like 4,4'-dimethoxybenzophenone. I worked on this chemistry when I was a PhD student working in Derek Woollins's group at Lboro in England