I'm a fan of lists and histories. Which means when it comes to genre fiction, I have a habit of grabbing reference and guide books when I can. I have an excellent selection of mystery, science fiction, and fantasy references. While not as large as any of those, the section dedicated to horror is reasonably adequate, if in need of some serious updating.
Danse Macabre by Stephen King
I only just picked this up after not reading it in years. It's a history of horror in popular culture and King's life from 1950 to 1980. It looks primarily at movies and books.
I remember buying my first copy (my present one's at least my second, maybe my third) at the Barrett Book Trader and devouring several chapters while waiting for the bus and during the ride home. As eminently readable as the best of King's fiction, its a great, personal take on a field with which, as he describes it, "is mortally involved."
Horror: 100 Best Books (1988) by Stephen Jones and Kim Newman
Two British horror masters (Jones edits the absolutely amazing Best New Horror anthologies - half of of which, I just learned, are available as e-books) put together this list book. Two things make it valuable: first, the actual list and second, the essays by notable authors on each entry. Jones' website provides this handy page showing the books and the authors who wrote about them. Personally, I bought about twenty books based on the list. There is just no way I would have ever bought John Farris' Southern Gothic-voodoo All Heads Turn When the Hunt Goes By if I hadn't been snagged by what David Schow had to write about it, or what Craig Shaw Gardner wrote about J.G. Ballard's The Crystal World.
(2005) by Stephen Jones and Kim Newman
Jones and Newman returned nearly twenty years later with another list. It has fewer pre-20th century works (8 vs. 22). Again, Jones provides the list and essayist's names on his site. I've only bought two or three books based on this list (I already owned a bunch), but if you like criticism and reviews, the essays are plenty worth your time.
The Weird Tale by S. T. Joshi
Yeah, so this is packed with sweeping, assertive judgments common to Joshi's criticism, which is what makes it so much fun. You will learn and you will be ticked off. If you aren't ticked off, you are dead.
I haven't read it cover to cover, though I did just read the chapter on Arthur Machen. Joshi carries himself as the arch-empiricist, without the slightest use for any sort of supernaturalism and bludgeons Machen repeatedly for his transgressions against those things. And still, Joshi provides some useful information and a coherent (if wrong) critique of Machen. Sometimes, I like criticism I disagree with even more than some I like. It forces me to think harder about why I actually like something.
Joshi wrote a companion volume, The Modern Weird Tale (available as an e-book) that covers (according to the Amazon blurb) Shirley Jackson, Ramsey Campbell, Robert Aickman, T.E.D. Klein, and Thomas Ligotti all of whom he holds "as considerably superior" to the best-selling Stephen King, Clive Barker, Peter Straub, and Anne Rice. Other writers such as William Peter Blatty, Thomas Tryon, Robert Bloch, and Thomas Harris are also discussed. I'll probably buy it.
Like I said, it's not a big selection, but it's useful. I should also add the forewords and introductions (mostly by Robert M. Price) in the Chaosium Mythos fiction collections. If you want a perspective on HPL that includes both fannish and academic takes, these are valuable. The same thing goes for David Hartwell's lengthy intros to The Dark Descent and Foundations of Fear.
I write a lot of stuff about a lot of stuff, and I rarely make it up out of whole cloth. While offering my own take on books, etc., I want to be able to draw on what has gone on before me, written by people who've spent way more time and expended way more effort than I.
Do you have any horror reference books? Let me know.