WWII
Which theater/front are you going to set your game in? I'd definately hit the video store first... A Bridge Too Far, The Longest Day, Battle of the Bulge, Das Boot, Tora! Tora! Tora!, Kelly's Heroes, The Great Escape, Bridge over the River Kwai; more recently U-571, Enemy at the Gates and Saving Private Ryan... just to name a few. Read The Eagle Has Landed by Jack Higgins; any of his novels from that period are sure to feed the imagination, especially if your group hasn't read him. Read The Forgotten Soldier by Guy Sajer for the grimmest account of the Eastern Front that I know of-- photocopy bits of this first-hand account for player handouts and watch their faces go pale. There is actually a pretty good Complete Idiot's book on WWII with good summaries of the action in their easy-to-process format.
Once you know which theater, which era and which faction you want to represent, I can give you some more, but as said above, the internet is your best friend.. just check the source for reliability (Major Universities are better than hobby sites, etc.).
Good Luck