David Sanders has compiled an enormous
bibliography of heraldic material, available in ZIP format (285K).
It is also available in
book form, although the author still allows its distribution as a file
over the Internet.
How does one find books on heraldry? The patient collector will scour used
bookstores, where many classics can be found. In the United States, check out
your local public library's collections, and also inquire about interlibrary
loan: almost everything can be found somewhere in a library in North America.
There are many bookstores on the Internet: you don't need me to find them.
A few specialty shops:
Heraldry Today, located in
England, has many books on catalogue, mostly oriented toward British heraldry,
peerage and genealogy, but also with a large selection of Continental works.