Just finished The Rose & the Briar: Death, Love & Liberty in the American Ballad. Given the wide array of contributors, it's a bit uneven (David Thomas rambles as one might expect, Jon Langford amusingly paints his section). There are some solid pieces detailing the history of (mainly) murder in song. It's edited by Greil Marcus, who's Lipstick Traces probably gave unwanted and unintended intellectual/historical/academic credibility to punk (Nevertheless, I found that book inspiring).
Previous to the Rose & Briar, I read White Bicycles. I'm not a big fan of much of the music Joe Boyd produced but the book is great... especially the early chapters detailing his escort of significant US blues artists through Europe.
Which reminds me, maybe the best all-time music book: Peter Guralnick's Feel Like Going Home.
Since I mentioned Thomas...