What has been said so far: (I bolded the ones I would have recommended)
1E,2e, 4e DMG
Tome of Horrors (1,2,3) by Necromancer Games
World Builder's Guidebook
From Stone to Steel (Monkey God/Highmoon)
1e Deities and Demigods
1e Wilderness Survival Guide
1e Dungeoneer's Survival Guide
Heroes of Horror
Magical Medieval Society: Western Europe
Faces of Evil: The Fiends
Encyclopedia Magica
Dragon Magazine Archive CD-rom
Wilderlands of High Fantasy
Gary Gygax's The Canting Crew.
Gary Gygax's Extraordinary Book of names...
The entire Gygaxian Fantasy World's series
Faiths and Avatars
Powers and Pantheons
Demihuman Deities
Tome of Magic
Complete Thief's Handbook
Combat and Tactics
Spells and Magic
Witches (Mayfair Games)
Unearthed Arcana
Fiendish Codex 1: Hordes of the Abyss
Volume III: The Underworld and Wilderness Adventures (OD&D)
Supplement I: Greyhawk (OD&D)
Basic Set by Moldvay (Classic)
Expert Set by Cook/Marsh (Classic)
Advanced Bestiary (Green Ronin)
Psychic's Handbook (Green Ronin)
Shaman's Handbook (Green Ronin)
Witch's Handbook (Green Ronin)
Elements of Magic: Revised (EN Publishing)
Elements of Magic: Lycean Arcana (EN Publishing)
Hot Pursuit (Adamant)
Book of Iron Might (Malhavoc)
Book of the Righteous
Book of Fiends (Green Ronin)
1e, 2e, 3e Manual of the Planes
Lords of Madness
Arcana Evolved
Legacy of the Dragons (Arcana Evolved)
Lankhmar
Dungeon Magazine under Erik Mona, Chris Youngsm Chris Perkins
2e Illithiad
Book of Vile Darkness
Planeswalker's Handbook
Van Richten's Guides: Vampires, Lycanthropes, Liches, Mummies
2e Planescape box set
1e, 2e, 3e, 4e MM
DM's Design Kit by Aaron Allston
Citybook series by Flying Buffalo
Heros of Battle
DUNGEONS & DRAGONS (1974) 3 core rulebooks
SUPPLEMENT I: GREYHAWK
SUPPLEMENT III: ELDRITCH WIZARDRY
Entire run of THE STRATEGIC REVIEW
DUNGEONS & DRAGONS (the J. Eric Holmes edit)
B1 IN SEARCH OF THE UNKNOWN
B2 KEEP ON THE BORDERLANDS
1e, 3e PHB
S4 LOST CAVERNS OF TSOJCANTH
WG4 THE FORGOTTEN TEMPLE OF THARIZDUN
2e GREYHAWK ADVENTURES
Dungeon Magazine Maure Castle
DMGR1: Campaign Sourcebook and Catacomb Guide
DMGR5: Creative Campaigning
The Complete Book of Villains
T1 The village of Hommlet
G1-3 Against the Giants
D1-2,3 Descent into the Depths, Shrine of the Kuo-Toa, Vault of the Drow
Nemoren's Vault
Blackmoor
1e Fiend Folio
Advanced Bestiary (Green Ronin)
1e, 3e, 4e FRCS
1e Unearthed Arcana
Al-Qadim
Every Privateer Press Book
Creative Campaigning
Campaign Sourcebook and Catacomb Guide
Ptolus
Monte Cook's WoD
I6 Ravenloft
Toolbox (AEG)
Requiem for a God (Malhavoc)
When the Sky Falls (Malhavoc)
Expanded Psionics Book
Most of Planescape
Complete Book of Eldritch Might
Relics and Rituals
Conan
3e PHB II
3e Unearthed Arcana
The Isle of Dread
Desert of Desolation series
Nyambe: African Adventures
Weapons of Legacy
Castle City Sites
2e Dark Sun Campaign Setting revised
2e Dark Sun Campaign Setting Original
Karameikos/Glantri 2e Boxed Sets
Red Steel/Savage Baronies Boxed Sets
Magic Item Compendium
Spell Compendium
Stormwrack
3e Oriental Adventures
3e Rokugan Campaign Setting
Pathfinder Beta
Complete Book of Eldritch Might
Book of Hallowed Might
Bluffside: City on the Edge
Beyond Countless Doorways
1e Oriental Adventures
2e Legends & Lore
2e Planescape On Hallowed Ground
2e Monstrous Arcana series
Mask of the Red Death
2e Rogues Gallery
FR Interactive Atlas
Campaign Cartographer
Some additionals RPG material I would add
Age of Heroes Campaign Sourcebook
HR1 - Vikings Campaign Sourcebook
Monster Mythology
The Glory of Rome Campaign Sourcebook
Aurora's Whole Realms Catalogue
Pathfinder Chronicles Campaign Setting
Pathfinder Adventure Path books 1,2,3,5, 11
2e Old Empires
Darkness and Dread (FFG)
Gazetteer of the Known Realms (Goodman Games)
Races of Renown Aasimar And Tiefling - (or as I like to call it the T&A book by Green Ronin)
Kobold Quarterly
Open Design
1e,2e,3e, 4e Ars Magica
Ghouls Fatal Attraction (WW)
Planescape Planes of Chaos
Darksun The Will and The Way
Darksun Thri-kreen of Athas
GURPS HORROR
GURPS Horseclans
GURPS Imperial Rome
GURPS Ice Age
GURPS VIKINGS
Thieves World (any version)
Judges Guild (Any Version)
I'll have to get back on my non-rpg reference books.