General Investing

# The Four Pillars of Investing - by William ("Bill") Bernstein.

# Wise Investing Made Simple or The Only Guide to a Winning Investment Strategy You'll Ever Need - by Larry Swedroe

# The Bogleheads' Guide to Investing - by Taylor Larimore, Mel Lindauer, and Michael LeBoeuf

# All About Asset Allocation - by Rick Ferri

# The Informed Investor - by Frank Armstrong

# The Little Book of Common Sense Investing - by John "Jack" Bogle

# The Coffeehouse Investor - by Bill Schultheis.

Investor Behavior

# Why Smart People Make Big Money Mistakes And How To Correct Them - by Gary Belsky and Thomas Gilovich

# Your Money and Your Brain: How the New Science of Neuroeconomics Can Help Make You Rich - by Jason Zweig

# Rational Investing in Irrational Times: How to Avoid the Costly Mistakes Even Smart People Make Today - by Larry Swedroe

Financial History

# Against the Gods and Capital Ideas - by Peter L. Bernstein

# Devil Take the Hindmost: A History of Financial Speculation - by Edward Chancellor

# A Random Walk Down Wall Street - by Burton Malkiel

Like others here have mentioned, http://www.bogleheads.org/ is a great forum for Vanguard investors.