Many of these books are long since out of print, but I have listed them as you may be able to find copies in second-hand shops or libraries. I have modestly put my own book at the end of the list :-)
THE MELODIES LINGER ON by W. McQueen-Pope (W.H.Allen, 1951). The classic textbook on Victorian and Edwardian Music-Hall.
IDOLS OF THE HALLS by H. Chance Newton (Heath Cranton 1928, facsimile reprint issued 1975, ISBN 0 7158 1047 2). First-hand account of the Edwardian period, though heavily laden with unfunny anecdotes.
BRITISH MUSIC HALL by Raymond Mander & Joe Mitchinson (Gentry Books 1974, ISBN 0 85614 036 8). Many photographs and a brief review of the whole period.
BRITISH MUSIC HALL - AN ILLUSTRATED WHO'S WHO FROM 1850 TO THE PRESENT DAY by Roy Busby (Paul Elek, 1976, ISBN 0 236 400533 3). Useful encyclopaedia, although with some odd omissions and a number of mistakes.
MUSIC HALL IN BRITAIN by David Cheshire (David & Charles 1974, ISBN 0 715 36212 7). A review of the 'infrastructure' of the business. Includes plans of several famous halls.
FUNNY WAY TO BE A HERO by John Fisher (Frederick Muller, 1973, ISBN 0 584 10097 3; paperback Paladin, 1976, ISBN 0 586 08240 9). Pen-portraits of many comedians: with script extracts.
THE NORTHERN MUSIC HALL by G.J. Mellor (Frank Graham, 1970, ISBN 0 900409 85 1). Masses of fine detail about Music-hall in Northern Britain, carefully researched.
THE GRAND ORDER OF WATER RATS - A LEGACY OF LAUGHTER by Charlie Chester (W.H.Allen, 1984, ISBN 0 491 03251 X). Heavily anecdotal but interesting review of performers who were members of the 'Grand order of Water Rats', the music hall performers' club.
MAKE 'EM LAUGH by Eric Midwinter (Allen & Unwin 1979, ISBN 0 04 792011 4). A study of several important comedians.
THEY MADE US LAUGH by Geoff J. Mellor (George Kelsall, 1982, ISBN 0 9505577 4 9). Photos and brief biographies of many music-hall comics.
SWEET SATURDAY NIGHT by Colin MacInnes (Macgibbon & Kee, 1967). Sociological examination of music-hall and popular songs.
BRITISH MUSIC HALL ON RECORD by Brian Rust (General Gramophone Publications, 1979, ISBN 0902470 12 4). Discography of many music-hall and variety artists, giving dates and details of original 78s. Some odd omissions - but see next two entries - and numerous tiny mistakes, but invaluable to the collector.
LONDON MUSICAL SHOWS ON RECORD 1897-1976 by Brian Rust (General Gramophone Publications, 1977, ISBN 0902470 07 8). Includes discographies of numerous variety performers who also took part in musical shows - including Tate, Askey, Flanagan & Allen, Robey.
THE COMPLETE ENTERTAINMENT DISCOGRAPHY by Brian Rust with Allen G. Debus (Arlington House (USA), 1973, ISBN 0 87000 150 7). Hardly 'complete', but includes several entries of interest, including Gracie Fields who is not in the previous two books listed here.
And finally, my own book KINDLY LEAVE THE STAGE! - THE STORY OF VARIETY 1919-1960 (details in picture caption, right). Most of the books on music-hall regard the period after 1918 as of no interest: certainly the style was different from the traditional Edwardian music-hall, but there were many fascinating performers and much fine and well-documented material. My book deals with theatrical Variety (the term which tended to replace Music-Hall) and also radio and television work by variety performers.
There is a separate page dealing with my other books.
I haven't read the following books but include them as they may be of interest:
STRANGE FEATS AND CLEVER TURNS by Charlie Holland (Holland & Palmer, ISBN 0 9532373 0 3). Covers speciality acts at the turn of the 20th Century, a subject ignored by most music-hall historians, so it's a useful addition to the field.
MUSIC HALL by Roy Hudd (Eyre Methuen London 1976, ISBN 0 413 33430 9). Many photos and notes on halls and performers.TERRIFYINGLY TALENTED: ARTISTES, FARTISTES AND FUNAMBULISTS by Andy Winters (Caboodle Books 2010, ISBN 987 0 9565239 0 7). Aimed at young people and examines the more bizarre end of Victorian entertainment.