Agile and Iterative Development, A Manager's Guide was the first book I read on the subject.  It turned out to be the best choice I probably could have made.  Craig Larman has created a definitive guide for all managers who want to know "what this Agile stuff is all about".

Agile Software Development with Scrum is the bible of Scrum.  If you are going to use Scrum and only want one book on your shelf...this is it.   

Agile Project Management

A good book for some of the broader Agile principles of agile project management

User Stories Applied

Fantastic book about using User Stories.  Very simple, yet powerful tools for communicating feature requirements between teams and customers. 

Agile Estimating and Planning

An outstanding book on how to plan and track progress over the long term for Agile projects.  We've been practicing release planning since January 2006 and it is working great! 

Very clearly written book on applying Lean Principles to software development.  This book really cleared up some of the connections between the original Toyota Production System and Product Development philosophy and current Agile thinking. 

Implementing Lean Software Development, From Concept To Cash

Even more valuable than the title above.  Mary and Tom Poppendieck show how the seven lean principles can be applied to software development. 

The Enterprise and Scrum

Ken's Schwaber's latest book.  This book focuses less on the theory and practices of Scrum and more on the adoption of Scrum at a team and company wide level.  I found a lot of parallels to issues of adoption for game teams and the teams he describes in his book.  Very valuable book for any company adopting Scrum.