I absolutely love reading books about Nintendo and their related games.
David Sheff's "Game Over" is a fantastic read that sheds a lot of light on Nintendo's early video game days and the creation of Nintendo of America. He had a level of access to many Nintendo employees that absolutely does not happen anymore.
Blake Harris's "Console Wars" is another great read that's sort of a follow up to that book, as it focuses on the 16-bit war between Sega and Nintendo. However, it's much more focused on the rise of Sega of America, but it still offers some insights into the workings of Nintendo during that era as well.
The Pix 'n' Love books "The History of Nintendo" by Florent Georges are also fantastic. Well, the first one is at least, as the second one is rather expensive and I haven't picked it up yet. It offers plenty of cool pictures and information about old Nintendo products and services. "Before Mario" is also a really cool coffee table book detailing many of Nintendo's old toys, but much of the same information is found in "The History of Nintendo, Vol. 1".
While not history related, Amazon.com also has The Anatomy of Games books, the first of which have focused on Mega Man 1 & 2, Zelda 1 & 2, Castlevania, the Metroid series, and several Mario games. All the content in the books is available for free on their website, but it's nice to have in print.
http://www.amazon.com/s/ref=nb_sb_noss_2?url=search-alias%3Daps&field-keywords=jeremy+parish&rh=i%3Aaps%2Ck%3Ajeremy+parishHardcore Gaming 101 also has a few excellent volumes on different game series, like Castlevania and Gradius. They are also available on Amazon.com
http://www.amazon.com/s/ref=nb_sb_noss?url=search-alias%3Daps&field-keywords=hardcore+gaming&rh=i%3Aaps%2Ck%3Ahardcore+gamingAlso, Chris Kohler's book "Power Up!" is getting a reprinting next year, and I'm quite looking forward to finally getting to read that one as well.