In addition to those already offered, I'd add:
--"Little Man," biography of Meyer Lansky, by Robert Lacey. Although Lansky was not in the Mafia, he was an advisor and partner of many Dons, and this is a first-rate biography.
--"Boss of Bosses," by Kurens and O'Brien (FBI guys). Story of the downfall of Paul Castellano. Not as thorough a work as Lacey's, but good on details of their bugging of Castellano's "White House."
--"The Black Book and the Mob," by Farrell and Case. Scholarly, but the best single source of gaming history in Nevada, and Mob infiltration. I can't recommend this book too highly--especially if you are a fan of "Casino."