Books on Mindfulness of breathing practice

Breathe! You Are Alive: Sutra on the Full Awareness of Breathing by Thich Nhat Hanh Breathe! You Are Alive: Sutra on the Full Awareness of Breathing by Thich Nhat Hanh
A clear, concise and masterful explanation of the Anapanasati sutta (discourse on mindfulness of breathing).
Breath by Breath: The Liberating Practice of Insight Meditation Breath by Breath: The Liberating Practice of Insight Meditation

Another excellent commentary of the Anapanasati sutta.

Books on pranayama

prana and pranayama Prana and Pranayama
The best reference book on the subject, for students of all levels. Most useful advice on how to build and progress your own pranayama practice.
Avaiilable online as a .pdf here
the breating book The Breathing Book: Vitality and Good Health Through Essential Breath Work
Useful section on “style of breathing”
Pranayama the Breath of Yoga Pranayama the Breath of Yoga
Another well researched reference book. Very useful section on bandhas.
Breath, Mind and Consciousness by Harish Johari Breath, Mind and Consciousness by Harish Johari
A short and somewhat amusing introduction to Swara yoga
Tao of breathing The Tao of natural breathing. by Dennis Lewis

This book is full of sound advice which asana, pranayama and meditation practitioners of all levels will find most useful.