Many of these have already been mentioned, but here's Monte Cook's list of recommended references from his
web site:
Medieval Life (John Guy)
How Would You Survive in the Middle Ages? (Fiona Macdonald)
The Encyclopedia of the Middle Ages (Norman Cantor)
Life in a Medieval Village (J. and F. Gies)
Life in a Medieval Castle (J. and F. Gies)
The Ancient Americas (Time-Life's Making of the Past series)
What Life Was Like... and Time Frame (Time-Life series)
Wizards and Sorcerers: From Abracadabra to Zoroaster (Tom Ogden)
Encyclopedia of Gods: Over 2,500 Deities of the World (Michael Jordan)
The Dictionary of Ancient Egypt (Ian Shaw and Paul Nicholson)
The Atlas of Ancient Archaeology (Hawkes)
Roman Architecture (Sear)
The Atlas Sacred Places (James Harpuri)
City: A Story of Roman Planning and Construction (David MacAuley)
Pyramid and Cathedral (David MacAulay)
The Hero With a Thousand Faces (Joseph Campbell)
A World of Baby Names (Teresa Norman)
The Dictionary of American Family Names (Elsdon C. Smith)
Psychiatric Dictionary (Robert Campbell)]
The International Encyclopedia of Astronomy (Patrick Moore)
The American Medical Association Encyclopedia of Medicine (Charles B. Clayman, ed.)
What's What: A Visual Glossary of the Physical World (David Fisher and Reginald Bragonier, Jr.)
Dictionary of Anthropology (Charles Winick)
AMA Handbook of Poisonous and Injurious Plants (Kenneth E. Lampe)
The Parennial Dictionary of World Religions (Keith Crim, ed.)
Space Almanac (Anthony R. Curtis)
The Encyclopedia of Evolution: Humanity's Search for its Origins (Richard Milner)
Bartlett's Familiar Quotations (John Bartlett)
A Dictionary of 19th-Century World History (John Belchem and Richard Price, eds.)
Timetables of History (Bernard Grun)
Harbrace College Handbook (of English grammar, John C. Hodges and Mary E. Whitten)