UFOs: Generals, Pilots, and Government Officials Go on the Record
Maybe the best and most important book ever written on the UFO phenomena.
Project Identification: The First Scientific Field Study of Ufo Phenomena
A forgotten classic written in the 70s by a team of scientists investigating a UFO flap in the USA. Rather heavy on the collection and analysis of facts! Out of print but a scan can be found on the net.
These two works changed my mind on the subject.