The following are some of the books that I have used for reference on the period that Conquest covers.  Most of these can be obtained via the inter-library lending system if you live in the UK, or from any good academic book seller outside of the UK.  

Warfare under the Anglo-Norman Kings
Stephen Morillo
A study of how warfare was waged in England between 1066 and 1135 by the Anglo-Norman kings.  An in depth look at military organisation of the time, campaigns and their aims and the famila regis, the kings military household.  Analysis of siege warfare of the period and battle tactics.  

Anglo-Norman Warfare
Matthew Strickland
A collection of papers on the organisation and conduct of war in the eleventh and twelfth centuries.  

The Anarchy of King Stephen's Reign
Edited by Edmund King
A book containing papers from ten of the leading scholars on the period give an original and up-to-date analysis of the major issues of the period: the weakness of government, a disputed succession, loss of control of Normandy and the Welsh Marches, the tyranny of the lords of castles and the breakdown of the coinage. 

A History of Medieval Britain
Angevin England 1154-1258
Richard Mortimer 
Just before Christmas 1154 Henry Count of Anjou was crowned King of England, making good the claim inherited from his mother, the Empress Matilda.  To England he added extensive French possessions: Normandy and Anjou from his father, and Aquitaine from his bride Eleanor, the recently divorced wife of the King of France.  In England he inherited a divided nobility and a country that had been wracked for eighteen years with civil war.  Holding more of France than the French King did only brought him years of war with France, at home in England he faced revolts and desertion within the nobility.  Frequently in trouble with the Pope and forced in to the signing of the Magna Carta by his barons the crown still gained strength, the administration of the country improved along with burgeoning prosperity the foundations of the common law were begun.

The Medieval Siege
Jim Bradbury
Covering medieval siege weapons and their use, the conventions and laws of siege warfare from 450 to 1500. 

Lordship and Military Obligation in Anglo-Saxon England
Richard P Abels
Undoubtedly the best book of its kind in print today and one that finally put to rest many of the Victorian misconceptions that most UK Anglo-Saxon reenactors clung to until a few years back.  In contrast to the Victorian portrayal of early Anglo-Saxon England as a society in which all free men were under an ancient obligation to fight for the king, this book shows the reality that Anglo-Saxon England was a hierarchical society in which the kings were the lords of warrior bands and that warfare was the right and duty of the aristocrats and their sworn men.  The gift of land from the king and the return gift of service lay at the heart of the organisation of Anglo-Saxon England.  

Pilgrimage to Rome in the Middle Ages
Debra J Birch
Detailed look at the pilgrimage to Rome, the rights and obligation of a pilgrim and what Rome would have been like when the pilgrim finally arrived there.

France in the Middle Ages 987-1460
Georges Duby
Charting the rise of tenth centaury France under the Capetian kings, its long struggle with Anglo-Norman England.

The Battle of Hastings
Jim Bradbury
An in depth examination of the two sides, the battle and its aftermath.

The Medieval Warhorse
Ann Hyland
A study of the role of the horse in the medieval period and how vital it was for battle and long-range campaigns.

Eleanor of Aquitaine
Alison Weir
Eleanor, Duchess of Aquitaine was one of the leading personalities of the Middle Ages, and one of the most controversial.  Married in turn to Louis VII of France and Henry II of England, and the mother of Richard the Lionheart and King John.  She lived to 82, but it was only in her old age that she triumphed over the adversities and tragedies of her earlier years and became the virtual ruler of England.

Capetian France 987-1328
Elizabeth M Hallam
From early success and then tracing the struggle of the of the French monarchy to maintain power during the eleventh century as the King struggled to control over-powerful vassals.  Detailing its build-up of authority during the twelfth century , culminating in the conquest of English Normandy in 1204.

King John
W L Warren
A very revised study of the King and of his time.  Exploring the king's personality, so distorted by the accounts of such chroniclers as Roger of Wendover and Matthew Paris, through his achievements and failures, but also considering him against his predecessors and the society that he lived in and of problems independent of his making.

Chivalry
Maurice Keen
Chivalry was a social ideal that had profound influence on the history of early modern Europe.  This book explores the complex reality of chivalry: its secular foundations, the effects on the crusades, the literature of knighthood and its ethos on the social and moral obligations of nobility.

A Political History 
The Byzantine Empire 1025-1204
Michael Angold
In 1025 the Byzantine Empire was unchallenged as the greatest power in the Mediterranean and Near East.  From this time until 1204 it slowly lost power to its new aggressive neighbors, the Turks and Petcheneks, finally suffering the sacking of its great capital, Constantinople, by the Fourth Crusade.  Although the city was restored in 1261 the empire was broken and with its disappearance the center of gravity of Christendom shifted irreversibly westward with the rise of Islam.  The period leading up to 1204 was thus a major watershed not only for Byzantium itself but also for the whole medieval world.    

Armies and Warfare in the Middle Ages
The English Experiance
Michael Prestwich
Medieval warfare was hard, grueling and often unrewarding.  Often pictured in terms of resplendent knights and colourful standards, the reality more often consisted of men struggling against cold, hunger, damp and pressing elusive foes who refused to do battle.  The book shows how medieval commanders were capable of far more sophisticated strategy than is usually assumed: spies were a critical part of the machinery of war and the burning of crops and laying waste to villages were more a tactic to force and opponent to negotiate, rather then an undisciplined army at large.    

Early Medieval Spain
Unity in Diversity 400-1000
Roger Collins
The first of a pair of books that detail Spain's rise to being one of the greatest of the medieval kingdoms.  Covering from the Roman origins and the short lived kingdom of the Sueves and the early attempts at unification, it then moves on to cover the Arab conquest.  It then details the Umayyad Regime, government of such a divided society and the conflicts between the three religions.  The final section detail the Christian Realms, their foundation and the beginning of their rise to power. 

Spain in the Middle Ages
From Frontier to Empire 1000-1500
A Mackey
The second book that clearly follows the key themes of the period for Spain: The frontier from the eleventh to thirteenth centuries and the preparation for empire during the fourteenth and fifteenth centuries.  In the frontier portion of the book the way that the reconquest shaped the growth of the distinctive way of life in the Christian kingdoms of Spain is explored.  The second section discusses the development of governmental institutions and the economy of Spain and parts of its empire.  A large section is devoted to the relationships and struggles between the crown and the nobility and of the rising religious tensions which led to an increasing victimisation of the Jews and the conversos, the setting up of the Inquisition.

The Sword in Anglo-Saxon England
Davidson
A concise account of the making of swords, the differences between Eastern and Western sword blades, differences in pommel, grip, guard and decoration on swords of the period.  A rich source of information on scabbards and sword belts.  

Latin Siege Warfare in the Twelfth Century
R Rogers
The siege was an integral part of the medieval experience, and was critical in many campaigns fought in western Europe and the Mediterranean region of the time.  The book explores the role it played in the First Crusade and the establishment of the Crusader States, in Italy, Spain and Portugal, and in the seaborne expeditions of the Italian maritime states.    

Military Obligation in Medieval England
Michael Powicke 
A unique work covering From Anglo-Saxon times up until Edward III on just how armies were levied by the various kings for their campaigns. 

The Art of War in the Middle Ages
Volume One: 378-1278AD
Sir Charles Oman
Last published in 1934, but still a sound resource covering the transition from Roman to Medieval warfare and how the focus of power moved from the infantry to the cavalry and then back again.  Includes a detailed assessment and comparison of Simon de Montfort and Edward I.  

Medieval Warfare Source Book
Volume I: Warfare in Western Christendom
David Nicolle 
Richly illustrated with details of Campaigns, battles, strategy and tactics as well as details on pay, clothing, weapons etc. 

Medieval Military Technology
Kelly DeVries 
This book covers most aspects of medieval siege technology and its application of firstly non-gunpowder weapons and later on cannon etc.  The second half of the book is devoted to the development of fortifications and how they evolved in response to newer siege weapons and tactics, a race that they could never win, but sometimes stalemate.

Medieval Wales
David Walker 
This book traces the growth of Welsh princely power, and the invasion and settlement of Welsh territories by Norman adventurers which resulted in the creation of the marcher lordships.  The subsequent revival of Welsh fortunes under the princes of Gwynedd was checked by Edward I in 1277 and thereafter the principality was slowly conquered and controlled by extensive castle building programs.  

The Friars
The Impact of the Early Mendicant Movement on Western Society
C H Lawrence
This book is slightly late for the period, in that is starts almost at the end of the period that Conquest covers.  None the less the Church was central to how medieval life was conducted and its teachings directed the thoughts and actions of all of Christian Western Europe.  This book covers the orders of begging friars which developed in the early 1200s.  They embodied an almost revolutionary concept for the time: preachers went out into the world to reclaim it for god, rather then retiring from the world into enclosed monasteries to do his work.  With their mission to the towns of Europe, their power grew rapidly and soon eclipsed the old style church, their learning and schools soon attained new intellectual heights and some had become the new omnipresent counsellors at the courts of kings.   

The Governance of Anglo-Saxon England 500-1087
H R Loyn
A full analysis of Anglo-Saxon government covering laws, charters, numismatics and archeology.  It also covers its initial transition under the Normans and William I.

Monastic and Religious Orders in Britain 1000-1300
Janet Burton
This book explores the devolvement of monasticism in Britain from the last few years of Anglo-Saxon England up until the close of the Anglo-Norman period of history.  This is one of the few books to cover not only England, but also Scotland and Wales and it also explores the interdependence of religious communities and the wider secular world.

A History of the Crusades
Vol I The First Crusade and the Foundation of the Kingdom of Jeusalem
Runciman
The first of three books covering the crusades and it details all aspects of the First Crusade.  Using sources drawn from the Old French and German, Greek, Arabic Syriac and Hebrew this book really has never been bettered.

Western Society and the Church in the the Middle Ages 
R W Southern
A general history of the church from 700 to 1500AD.

The Age of Conquest
Wales 1063 - 1415AD 
R R Davies
Covering the two great period of the Conquest of Wales and its final colonisation by the Anglo-Norman kings. 

England and its Rulers 1066-1272
M T Clanchy
From William I to Henry III a detailed history of England's kings.

Medieval England
Rural Society and Economic Change 1086-1348
Edward Miller & John Hatcher
The period between the Norman Conquest and the Black Death was characterised by expansion and development in many areas.  The growth of the tows, the increase in population and expansion in economic activity are the main themes covered in this book.  

The Medieval Archer
Jim Bradbury
A history of the archer in the middle ages, from the Norman Conquest to the Wars of the Roses.

Knives and Scabbards
Medieval Finds From Excavations in London
HMSO Books
Detailed drawings and pictures of the medieval knives and scabbards found in excavations in London that can be dated between 1200 and 1500.

The Sword in Anglo-Saxon England
Davidson
Covering sword making, its use, the fittings, scabbard, mounts etc and all the other relevant items of information that you would ever want to know about swords from the period.   

Dungeon, Fire and Sword
The Knights Templar and the Crusades
John J Robinson
With any mention of the crusades people instantly think of the Knights Templar, but their role in western Christendom was far greater than that of just a society of warrior monks.  After two hundred years of amassing great wealth, waging non-stop war against the Muslims, running the most advanced banking system in Europe their reward was to be arrested by Pope and king, tortured unto death by the Inquisition, decreed out of existence and have all their wealth striped from them by the French crown and the Pope.  No history of the middle ages is complete without looking at the crusades and their aftermath and this is one of the best books that I have read on the subject.

The Medieval World
Europe 1100-1350
Friedrich Heer
One of the best primer books for the whole of the period, it covers a great deal of subjects, but does not sacrifice the detail of what it does cover.

A Social and Economic History of England
Anglo-Saxon England and the Norman Conquest
H R Loyn
An account of the social and economic development in Anglo-Saxon from the sixth centaury to the aftermath of the Norman Conquest.  

William Marshal
Court, Career and Chivalry in the Angevin Empire 1147-1219
David Crouch
One of the finest generals of the period and a detailed, very readable account of life in the Angevin court.

King Stephen
Third Edition

R H C Davies
The reign of Stephen (1135-1154) is dramatic in itself, a huge power play of shifting political alliances, battles, sieges, treachery and reversal of fortunes.  This book covers all of that troubled period and still is the first book that I would advise anyone interested in Conquest's principal period to read.  

Empress Matilda
Uncrowned Queen of England
Nesta Pain
Born in 1102, the daughter of Henry I, the Empress Matilda was not only the mother of arguably England's greatest King, Henry II, but also the rightful Queen of England.  Cheated of this right by her cousin Stephen she spent many years in a titanic struggle with him for control of the crown and country, but in the end she failed, as the nobility forced her to step aside for Stephen.  Her loss was not total though as the final part of the agreement was that when Stephen who had no heir's died that her son would be king.  For his early years Henry had his ever attendant mother to teach him the ways of Kingship and teach him well she did.

Life in Norman England
O G Tomkeieff
Covering how the new king and aristocracy came to terms with their new subjects, village/town life, the role of the church, the development of medicine and law and eventually the beginnings of the common law.

The Feudal Kingdom of England 1042-1216
Frank Barlow
From Edward the Confessor to the Magna Carta, a concise history of England, the Normans and Angevin Empire.  

The History of the Albigensian Crusade
Peter of les Vax-de-Cernay
Tr. W.A. Sibly and M.D. Sibly
A translation of the Historia Albigensis, one of the most important sources for the history of the Cathar heresy and the Albigensian crusade.  This often covered up dark part of European history where Christian massacred Christian in the name Christ whilst overseen by the church of Rome