Here are some useful books on anxiety and social anxiety that I have read. Click this link to view my library: I will be adding more as I can think of them!
Dying of Embarrassment : Help for Social Anxiety & Phobia by Cheryl N. Carmin, C. Alec Pollard, Teresa Flynn, Barbara G. Markway
The Anxiety and Phobia Workbook by Edmund J. Bourne, Edmund Bourne, Ph.D.
Shyness: What It Is, What To Do About It by Phillip G Zimbardo
Overcoming Social Anxiety and Shyness by Gillian Butler
Fearless Living by Rhonda Britten
Feel the Fear and Do It Anyway by Susan Jeffers
Here is a useful book I once found that is available from the author’s website as an e-book: http://www.mindpub.com/pplfear.htm
People-Fear: A Self-Help Book for Social Anxiety and Social Phobia by Vijai P. Sharma, PhD.