A list of recommended titles from my classic film book collection, its inevitably prejudiced in favour of what I consider the best films and stars really the books that interest you will be be dependent on your particular fave, this is a huge subject. I'm not keen on books that are solely about film theory. They bore me, I want something more than endless discussions of one particular aspect of a star or director's work. There have been some very good critical surveys when they don't get bogged down to become rather heavy, uninspiring reads.

Reference

Halliwell's Film Guide
Halliwell's Filmgoer's Companion (now called Who's Who of Cinema or similar)
The Radio Times Guide To Films
The Movie Book - Don Shiach
The Hollywood Story - Joel W. Finler
Halliwell's Top 1000
Barry Norman's Top 100 Films of the Century
Anatomy of the Movies (Daniel Pirie,editor)

Collections of Biographies

The World's Great Movie Stars and Their Films - Ken Wlaschin
The Great Movie Stars : Vol 1 The Golden Years - David Shipman
The Movie Directors Story -Joel W. Finler
Masters of American Cinema - Louis Gianetti
The Movie Greats - Barry Norman
Film Greats - Barry Norman
The Great Movie Comedians - Leonard Maltin

General Histories

Chronicle of the Cinema (or The Cinema Year by Year)
The Liveliest Art - Arthur Knight
The Pictorial History of the Talkies - Daniel Blum
History of  Film - David Parkinson
Talking Pictures - The Story of Hollywood - Barry Norman
The Movie (many authors) (Lloyd, Robinson eds)
A History of the Cinema from its Origins To 1970 - Eric Rhode
You Ain't Heard Nothing Yet : American Cinema, History and Memory (1927-1949) - Andrew Sarris
Alternate Oscars - Danny Peary

Silent Cinema

The Parade's Gone By - Kevin Brownlow
Hollywood - The Pioneers - Kevin Brownlow
A-Z of Silent Comedy - Glenn Mitchell
The Pictorial History of  the Silent Screen - Daniel Blum
Silent Cinema - Brian J Robb
The Silent Clowns - Walter Kerr

The Studios

The Genius of the System - Thomas Schatz
The Glamour Factory - Ronald L. Davis
Hollywood Be Thy Name - The Warner Brothers Story - Sperling and Milner
The Hollywood Studios - Ethan Morden
The MGM Story -  John Douglas Eames
The Paramount  Story  - John Douglas Eames
The Warner Brothers Story - Clive Hirschhorn
The RKO Story - Jewell and Harbin
The Universal Story - Clive Hirschhorn
The United Artists Story - Ronald Bergan

Genres

MGM's Great Musicals  :  The Arthur Freed Unit - Hugh Fordin
Glamourous Musicals - Ronald Bergan
The Comic Mind - Gerald Mast
History of Movie Comedy - Janice Anderson

Specific Individuals  : Stars, Directors etc

My Autobiography - Charles Chaplin
My Life In Pictures - Charles Chaplin
Chaplin : His Life and Art - David Robinson
The Chaplin Encyclopedia - Glenn Mitchell 
Laurel and Hardy : The Magic of the Movies - Randy Skerverdt
Mr Laurel and Mr Hardy - John McCabe
Laurel and Hardy : The Roots of Comedy - Simon Louvish
The Laurel and Hardy Encyclopedia - Glenn Mitchell
Buster Keaton - The Man Who Wouldn't Lie Down - Tom Dardis
Buster Keaton Remembered - Brownlow and Keaton
Harold Lloyd - The Man on the Clock - Tom Dardis
Harold Lloyd - Master Comedian -  Vance and Lloyd
The Day the Laughter Stopped - The Life of  Roscoe "Fatty" Arbuckle - David Yallop
The Marx Brothers Encyclopedia - Glenn Mitchell
Monkey Business - The Lives and Legends of the Marx Brothers - Simon Louvish
Man on the Flying Trapeze - The Life of W.C. Fields - Simon Louvish 
Fred Astaire - Roy Pickard
Judy Garland : World's Greatest Entertainer - John Fricke
Jolson - The Legend Comes To Life  - Herbert Goldman
The Dark Side of Genius - The Life of Alfred Hitchcock - Donald Spoto
Marilyn Monroe - Donald Spoto
Duke : The Life and Times of John Wayne -  Donald Shepherd, Robert Slatzer and Dave Grayson
Frank Capra -  Joseph MacBride
Citizen Welles - Frank Brady
The Real Walt Disney - Leonard Mosley