Here's my list of recommended books, with the caveat that some of the worst things have been written about Welles in books, and some of the best things have been in articles:
1. Put Money in Thy Purse: the making of Othello
by Micheal MacLiammoir.
First published in 1952, this is a selection of the diaries of the actor who played Iago; it's a wonderful, funny read, surprisingly well-written (and not ghosted!). MacLiammoir had a penetrating insight, and knew Welles for many years; this book remains the best recollection of the insanity of Othello's production.
2. Orson Welles: A Critical View by Andre Bazin.
A work by the father of the French New Wave, and a regular contributor to the famous "Cahiers du Cinema" magazine; for me, this is the first serious work on Welles, and although short, remains one of the clearest and best. Bazin also wrote an influential multi-volume work edited to two volumes and tramslated to English as "What is Cinema?". The Welles book was first published in French around 1950; it was revised and expanded by the author shortly before his death in 1958, and that manuscript was finally published (in French) in 1972. It has two wondeful forwards by Cocteau and Truffault, and was finally translated into English by Jonathan Rosenbaum
(and published by Harper and Row) in 1978. Bazin also wrote several reviews of Welles' work, and also interviewed him at least twice for Cahiers. Two interviews from 1958 have recently been republished (in English) in a collection of Welles interviews:
3. Orson Welles Interviews edited by Mark W. Estrin.
Contains a range of interview material from 1938 to 1982, all interesting to a Wellsian. Published in 2002 by the University of Mississippi Press.
4. Orson Welles: An investigation into his films and philosophy
by Maurice Bessy.
Bessy is another French writer who admired Welles' work. (Bessy may have ghosted the "Mr. Arkadin Book" attributed to Welles. I say "may have" since Welles himself thought that Bessy might not have ghosted it, but that some "hack" might have). This little volume was originally published in French in 1963, and then revised, expanded, translated into English and re-published in 1971. It's is one of the most provocative texts on Welles ever, and is worthwhile searching out.
5. The Films of Orson Welles by Charles Higham
This was first published, in large format, in 1970, and remains a controversial volume, as Higham first articulated here his theory of Welles' "fear of completion", which plagued Welles until his death. However, Higham also did some ground-breaking research for this volume, and discussed and published stills from the original ending of The Magnificent Ambersons , the tv production of Fountain of Youth, and It's All True. Much of the factual material is now out of date, but the large , usually clear stills, are nice to browse through.
6. Focus on Citizen Kane edited by Ronald Gottesman
Published in 1971, this is sadly long out of print; too bad, because it's a solid volume of articles by various authors on Citizen Kane, each focussing on a different facet. While facts often become outdated, I'm not sure that criticism ever does.
6. Orson Welles by Joseph McBride
The first great American volume on Welles, originally published in 1972, and revised and expanded in 1996; published by Da Capo, a terrific volume by a writer who got sucked into the whirlwind of "The Other Side of the Wind".
7. This is Orson Welles by Welles and Bogdanovich.
You have this, and it's a great place to start; it was originally slated to be published in 1992. If you don't have the companion audio tapes, you should search them out also: fantastic!
8. Focus on Orson Welles edited by Ronald Gottesman
This was published in 1976, and has the same format as Focus on Kane.
9. The Magic World of Orson Welles by James Naremore
The first "academic" work on Welles, but don't hold that against it. This was first published in 1978 by Oxford University Press, and was revised and republished in 1989. What I like very much is the way Naremore uses stills to illustrate what he is saying.
10. Touch of Evil edited by Terry Comito
This is a book which consists of the continuity script, plus articles, reviews and commentaries on Touch of Evil; it was the first of 4 books published in 1985, the years of Welles' death.
11. The Making of Citizen Kane by Robert L. Carringer
A thorough analysis of the producion of Kane, well-researched, but with some controversial conclusions about authorship. (1985)
12. Orson Welles: the rise and fall of an American genius
by Charles Higham
The second volume from Higham, well-researched but perhaps overly critical of Welles; Higham is still the man Wellesians love to hate ( although he's got stiff competition from Callow and Thomson; Kael remians in her own special category). (1985)
13. Orson Welles: a biography by Barbara Leaming
The mirror vision of Carrington's, this is surely under-critical of Welles, who lovingly spins tall tales throughout this "memoir through the past rosily". (1985) It's a wonderful read.
14. The Big Brass Ring: An original screenplay by Orson Welles with Oja Kodar.
Originally published in 1987, and reprinted in 1991, this is one of two unfilmed screenplays published after Welles' death. I don't think it's very good, but it's interesting to read before you see Hickenlooper's film of the same name.
16. Chimes at Midnight edited by Bridget Gellert Lyons
This is the continuity script of Chimes, along with commentaries and reviews, etc. Published in 1988.
17. Persistence of Vision The Journal of the Film Faculty of The City university of New York. (Number 7, 1989)
You may be able to find this in a library; I got it as a back issue, but I bet it's not still available. However, it's invaluable, as it focusses on Welles in general, and the It's All True adventure in particular.
18. Citizen Welles: A biography of Orson Welles
A thoroughly researched and very readable work, published in 1989.
19. Citizen Kane by Laura Mulvey
Unfortunately there aren't many women who have written on Welles, but those that have are terrific (except Kael, who's a good writer, but who damaged Welles' career.) Mulvey writes on an old subject in a refreshing way. This is part of the BFI Classics series, those little green volumes, and was published in 1992
20. The Magnificent Ambersons: A Reconstruction by Robert L. Carringer
The second volume from Carringer, this has an invaluable cutting continuity of both the release version and the original version of Ambersons; unfortunately, it's also got "Oedipus in Indianapolis", one of the most hilarious examples of what Welles would call "dollar-book Freud". (1993)
21. Orson Welles: The Road to Xanadu by Simon Callow
This is another controversial book by an author who doesn't seem to like his subject very much; still, it's well-researched, and a second volume, continuing on just after Kane's release, is due soon. (1995)
22. The Cradle Will Rock: An original screenplay by Orson Welles
This is the screenplay by Welles which came very close to being produced in 1984; it's a terrifically well-written work, and well-worth searching for; it has nothing to do with the Tim Robbins picture of the same name, other than the subject-matter is related. (1994)
23. Rosebud: The Story of Orson Welles by David Thomson
Yet another controversial work on Welles, Thomson seems short on research, but long on uninformed interpretations and premature conclusions; however, he's still fun to read. (1996
24. The Magnificent Ambersons by V.F. Perkins
Another volume in the BFI series, this maintains their high standards. It shares with Naremore the pleasant addition of several small stills, which help to clarify the text. (1999)
25. Orson Welles, Shakespeare, and Popular Culture by Michael Culture
A terrific volume which is one of the most intellectually stimulating reads in all Wellesiana. (1999)
26. Orson Welles on Shakespeare: The W.P.A. and Mercury Theatre Playscripts by Richard France
France also put out another book on Welles in 1978 called The Theatre of Orson Welles. This one is the annotated scripts of Welles theatre productions of Macbeth, Julius Caesar, and Five Kings ( the latter which was the precursor to Chimes at Midnight) (2001)
27. Jonathan Rosenbaum
Although he hasn't published a book on Welles, Rosenbaum has published enough to have a book, and he is one of the very best commentators on Welles. He has published countless articles, and been involved in many projects; here are just a few:
a. "The Voice and the Eye: A Commentary on the Heart of Darkness Script" Film Comment Nov-Dec, 1972.
b. "Review of F for Fake" in "Paris Journal", Film Comment, Jan-Feb 1974
c. Orson Welles: A Critical View by Andre Bazin.
Rosenbaum translated and annotated this seminal Welles text.
d. "Afterword" to the Big Brass Ring published script (1987)
e. "The Seven Arkadins" Film Comment, Jan-Feb 1992
f. "Touch of Evil Memo" Film Quarterly, Fall 1992
Rosenbaum first discovered the memo when he was editing "This is Orson Welles"; he got it published in Film Comment, and he was a consultant on the re-edited version of Touch of Evil that was released in 1998; of course, that version was based on the complete memo, which is now included with the DVD.
g. "Afterword" to the Cradle Will Rock published script, 1994
h. "Orson Welles in the U.S.: An Exchange" with Bill Krohn,
Persistence of Vision, Number 11, 1995
i. "The Battle over Orson Welles" Cineaste, 1996
k. Rosenbaum has also published 4 books, all of which contain some material on Welles:
Placing Movies (1995)
Moving Places (1995)
Movies as Politics (1997)
Movie Wars (2000)
Movie Wars has a great article entitles: "Orson Welles as Ideological Challenge", which neatly sums up the challenge Welles represented to the "media-industrial complex"; it's fascinating.
Last but not least, there are literally thousands of articles, in several languages, many of which are superb; I'll just mention one: "Orson Welles' Secret" by Audrey Stainton (Sight and Sound, Autumn 1988). This is a beautifully written article on the production of Don Quixote, written by an assisstant of Welles' at that time. She has a wonderful sense of humour, and a light but intelligent style; this is the only article I've read by someone involved in Don Quixote, and has stills and information I've not seen elsewhere. Also, Stainton manages to admire Welles without worshiping him, and she can critisize without seeming nasty ( a rare feat). I wish she would write a book on her time with him, as she's that good. And there are several articles like her's and Rosenbaum's, so if you're really interested in Welles, don't limit yourself to the books.
At least, that's my opinion!