The Santeria Experience. Migeul Gonzalez-Whippler [readable, personal account]
Urban Voodoo. Jason Black/Christopher Hyatt [over-intellectualized "black magick"]
Drum and Candle. David St. Clair [respectful, unintentionally funny Euro-centric]
Voodoo Handbook of Cult Secrets. Anna Rivas
The Serpent and The Rainbow. Wade Davis
Secrets of Voodoo. Milo Regaud [the best on Haitian voodoo]
Voodoo & Hoodoo. Jim Haskins
Sixteen Cowries. William Bascon
The Yoruba Religion. Conrad E. Mauge
The Way of the Orisa. Philip John Neimark
Santeria, African Magic in Latin America. Migene Gonzalez
Santeria, The Religion. Migene Gonzalez Wippler
Rituals and Spells of Santeria. Migene Gonzalez
Powers of the Orishas. Migene Gonzalez
Devotions to the Saints. Anna Rivas
Iba'Se Onsa, Ifa Proverbs, Folktales, Sacred History and Prayer. Awo Fa'lokun Faturumbi
Oshun. AwoFa'lokun Faturimbi
Ogun. AwoFa'lokun Faturimbi
Obatala. AwoFa'lokun Faturimbi
Ochosi. AwoFa'lokun Faturimbi
Shango. AwoFa'lokun Faturimbi
Esu-Elegba. AwoFa'lokun Faturimbi
Oya. AwoFa'lokun Faturimbi
Yemaja/Olokun. AwoFa'lokun Faturimbi
A Dictionary of World Mythology. Arthur Gtterell
Oya. Judith Gleason
Jambalaya. Luisah Teish [good reads on New Orleans Voodoo (modern)]
Carnival of the Spirit. Luisah Teish [see Jambalaya]
Magic from Mexico. Mary Deune
Divine Horsemen. Maya Deren
Voodoo in Haiti. Alfred Metraux [slightly dated, a good source]
Religious Rites of the Caribbean. George E. Simpson.
The Magic and Folk Beliefs of Southern Negro. Newbell Niles Puckett
Secrets of Voodoo. Milo Rigaud
The New Orleans Voodoo Tarot. Louis Martinie, cards by Sally Ann Glassman [probably the best from a practioner's POV]
Most of the below are fiction, which I haven't read. Tim Powers researches his books exaustively (e.g; tarot in Last Call). All are recomended by someone, that's why they're on this list.
Flash of the Spirit. Robert Farris Thompson (Vintage, 1984)
On Stranger Tides. Tim Powers, author of The Anubis Gates.
Queen of Angels. Greg Baer
Count Zero. William Gibson
Bone Dance. Emma Bull
Green Eyes. Lucius Sheppard