[fantasyfan]

A source that might be interesting is Arabian Society In The Middle Ages: Studies From The Thousand And One Nights by Edward William Lane. It is available free from Project Gutenberg.

The chapter titles include Religion, Demonology, Saints, Magic, Women, and Slavery among others.

Of course much has been done since Lane and some of the recent editions such as the Oxford volume by Mack and the Penguin edition by Dawood also have many insights. Still, this is a major study by a very fine Orientalist who lived in Egypt. He even sent his sister Sophia Lane Poole to get information directly from Egyptian women as Lane believed (Rightly) that the men were not particularly good sources for the topic. She even wrote about her experiences: The Englishwoman in Egypt: Letters from Cairo, written during a residence there in 1842, 3 & 4, with E.W. Lane Esq.. This does not appear to be available in PG but Lane made extensive use of his sister's information.