Security Analysis: The Classic 1934 Edition
by Benjamin Graham, David L. Dodd
The classic that ushered in fundamental evaluation of stocks

The Intelligent Investor: A Book of Practical Counsel
by Benjamin Graham, Warren E. Buffett

A must read for anyone interested in principles of investing

Common Stocks and Uncommon Profits and Other Writings (Wiley Investment Classic)
by Philip A. Fisher

Fisher claims and proves that you can beat the market if you are willing to do the analysis he suggests. A major influence on Warren Buffet

Extraordinary Popular Delusions & the Madness of Crowds
by Charles MacKay, Andrew Tobias

Rallies and crashes in a historical perspective

A Random Walk Down Wall Street Seventh Edition -- by Burton Gordon Malkiel; Paperback

The book on futility of the belief that you can predict which stocks will out perform the market

Technical Analysis of the Financial Markets : A Comprehensive Guide to Trading Methods and Applications
by John J. Murphy (Hardcover - January 1999)

Everything you want to know about charts, trends and technical analysis

Common Sense on Mutual Funds : New Imperatives for the Intelligent Investor -- by John C. Bogle, Peter L. Bernstein

A modern day update of Intelligent investor by the founder of Vanguard funds.