Listmania!
Absolutely Best Gambling Books
By an Amazon.com customer
How to gamble at the casinos without getting plucked like a chickenHow to gamble at the casinos without getting plucked like a chicken by James Harrison Ford
Buy new: $16.96 / Used from: $6.75
Excellent Book - it covers virtually the entire field of Casino Gambling honestly, accurately and professionally. For example, it explains how to play winning blackjack in about 30 pages.
The Theory of Gambling and Statistical Logic, Revised EditionThe Theory of Gambling and Statistical Logic, Revised Edition by Richard A. Epstein
Buy used from: $28.09
Serious Mathematics - In order to play the percentages, you must first know what they really are.
The Mathematics of Games And Gambling: Second Edition.  The Anneli Lax New Mathematical LibraryThe Mathematics of Games And Gambling: Second Edition. The Anneli Lax New Mathematical Library by Edward Packel
Buy new: $44.95 / Used from: $29.00
This newer hard-core math book will improve your chances of being a winner. Consistent winners don't play hunches. They play the numbers.
The Theory of Poker:  A Professional Poker Player Teaches You How To Think Like OneThe Theory of Poker: A Professional Poker Player Teaches You How To Think Like One by David Sklansky
Buy new: $19.77 / Used from: $10.00
Of all of Sklansky's poker book (which are all good), this is probably the best.
Doyle Brunson's Super System: A Course in Power Poker, 3rd EditionDoyle Brunson's Super System: A Course in Power Poker, 3rd Edition by Doyle Brunson
Buy new: $19.77 / Used from: $10.42
Super System is an essential poker book. Everyone has read it (and the best players have moved on).
Harrington on Hold 'em Expert Strategy for No Limit Tournaments, Vol. 1: Strategic PlayHarrington on Hold 'em Expert Strategy for No Limit Tournaments, Vol. 1: Strategic Play by Dan Harrington
Buy new: $19.77 / Used from: $15.00
Harrington's first book was his best and it is still hard to beat.
Caro's Book of Poker TellsCaro's Book of Poker Tells by Mike Caro
Buy new: $16.47 / Used from: $11.98
This one is subjective. Either you get it or you don't. It is either obvious or pointless or absolutely essential depending on your point of view.
Professional BlackjackProfessional Blackjack by Stanford Wong
Buy new: $13.57 / Used from: $5.45
This book probably contains more information about blackjack than you ever wanted to know, but it is right on. For a shorter course in blackjack see "How to Gamble at the Casinos Without Getting Plucked Like a Chicken".
The Theory of Blackjack: The Compleat Card Counter's Guide to the Casino Game of 21 (6th Edition, Indexed)The Theory of Blackjack: The Compleat Card Counter's Guide to the Casino Game of 21 (6th Edition, Indexed) by Peter A. Griffin
Buy new: $10.36 / Used from: $5.95
Griffin's book really says more about mathematics than about blackjack, but in the end that's really what it is all about.
Beat the Dealer: A Winning Strategy for the Game of Twenty-OneBeat the Dealer: A Winning Strategy for the Game of Twenty-One by Edward O. Thorp
Buy new: $9.36 / Used from: $2.38
This is the grandfather of Card Counting books and mostly of historical interest. Ford's book or Wong's will give you more relevant information.
American Casino Guide: 2007 EditionAmerican Casino Guide: 2007 Edition by Steve Bourie
Buy used from: $0.01
Finally, you need to know the best places to play. This little gem will save you a lot of legwork and grief.