Faeries in history
These books--modern and vintage--provide historical views of faeries. The stories aren't necessarily accurate, but they're vital to understand the faerie world, and how faerie folklore evolved.
Spirits, Fairies, Leprechauns, and Goblins: An EncyclopediaCeltic Myths and Legends
Spirits, Fairies, Leprechauns, and Goblins:...
by Carol Rose
$13.57
One of the best reference books for anyone who is serious about faerie lore.
Celtic Myths and Legends
by Peter Berresford Ellis
$10.76
Most Celtic legends include faeries--gods and not-gods--and others from the Otherworld.
Encyclopedia of Fairies: Hobgoblins, Brownies, Bogies, & Other Supernatural Creatures (Pantheon Fairy Tale and Folklore Library)The Encyclopedia of Ghosts and SpiritsWe Borrow the Earth : An Intimate Portrait of the Gypsy Shamanic Tradition and Culture
Encyclopedia of Fairies: Hobgoblins, Browni...
by Katharine Briggs

If you can find a copy of this book, get it.
The Encyclopedia of Ghosts and Spirits
by Rosemary Guiley
$16.47
More about ghosts than faeries, this is still a useful reference if you're studying the faerie world.
We Borrow the Earth : An Intimate Portrait ...
by Patrick Lee

British and Gypsy lore, not always about faeries. This includes some of the best tips for accessing the faerie world.