For starters, the 'classics' of improvisational theatre are probably Keith Johnstone's Impro and Viola Spolin's Improvisation for the Theatre. Read them now.
To learn about the history of the field, Janet Coleman's The Compass and Jeff Sweet's Something Wonderful Right Away are both good books.
If you're interested in long-form, the only book that really deals with it is Halpern and Close's Truth in Comedy. (I'm just going to say it - I don't really like this book very much. I think the title-subject, of emotional honesty in improv, is better dealt with in Hodgson and Richards' Improvisation, among others. But it is the only book that deals with long-form structures.)
Interactive theatre has inspired a number of good books: among them, Jeff Wirh's Interactive Acting and Gary Izzo's The Art of Play.
- Coleman, Janet. The Compass : The Improvisational Theatre That Revolutionized American Comedy
- Hardcover published by Knopf, New York, ISBN 0-394-52545-0. Paperback published by University of Chicago Press, 1991, ISBN 0-226-11345-0.
- Halpern, Charna, Del Close and Kim "Howard" Johnson. Truth in Comedy
- Published by Meriwether Publishing of Colorado Springs, Colorado, 1994. ISBN 1-56608-003-7.
- Hodgson, John and Ernest Richards. Improvisation
- Published by Grove Press, New York, 1979. ISBN 0-394-17099-7.
- Izzo, Gary. The Art of Play : The New Genre of Interactive Theatre
- Heinemann (Trd), 1997. ISBN 0435070363.
- Johnstone, Keith. Impro
- Also available in Danish, Dutch, Finnish, German, Spanish, and Swedish. Published by Methuen. ISBN 0-413-46430-X.
- Sweet, Jeffrey. Something Wonderful Right Away
- Published by Limelight Editions (118 E. 30th St., NYC, NY 10016). ISBN 0-380-01884-5.
- Wirth, Jeff. Interactive Acting: Acting, Improvisation, and Interacting for Audience Participatory Theatre
- Published by Fall Creek Press, Fall Creek, Oregon, 1994. ISBN 0-9632374-9-7.
Bernie Roehl's suggestions can be found in the books list at his site.
Corrections? Additions? Email me at email@example.com.