My favourite book on magic is "The First Psychic" by Peter Lamont. It's all about Victorian magicians, how they were influenced by the spiritualists, and one spiritualist in particular Donald Dunglas Home. It's a right rollocking read! I must have read in 6 times already! No tricks in it though...unless you like figuring out how they did it by yourself!

The author, Peter Lamont, is a very funny guy, and you will laugh out loud in parts and be transfixed with wonder in others. Peter Lamont is also a research fellow at Edinburgh University where he specialises in the history and psychology of magic. Very recommended.
As for DVD's, it has to be the Devil's Picturebook I think...