Someone got The King In Yellow (great, great stories. Creepy as hell.) Then someone else got Giles’ books.
So, the one I want is… Michael Valentine Smith’s Martian/English English/Martian Dictionary. The one he was dictating all that time.
I could grok some godlike powers.
After reading all these recent threads on Communism, I’m reminded of a book H.G. wells said he wanted to write (and never did). He found a lot of Karl Marx wordy and oscure, not easy to grasp, with that dense Hegelian background (as the pro-Marxists have been pointing out lately). He then related this to that immense beard of Marx’s, saying something like “What did he look like under that bush? I’ve always wanted to clear away the undergrowth in his writing and his face. I shall write The Shaving of Karl Marx.”
Woulda been a welcome book, too.
It’s a tough choice, but I’d probably go for a Book of Infinite spells. Failing that, how about a Manual of Quickness in Action +5?
Daniel
Borges cooked up some good ones, like the certain Chinese Encylopedia that he notes in “Analytical Language of John Wilkins” (later cited by Foucault, of course). I’d like to have the article on Uqbar from the Anglo-American Cyclopedia that “Tlon, Uqbar, Orbis Tertius” centered on.
I want a copy of the Book of Life that the faceless God/Jesus character consults in the Jack Chick tracts.
I want to see if Chick’s name is in it.
The MYST books.
If I can’t get “Charlotte Light and Dark,” then I want the book that those “yup yup yup” dustcloth-looking monsters from Sesame Street consulted whenever they came across some odd Earth device. Like a phone.
Some books I wish I owned:
Upon the Distinction Between the Ashes of the Various Tobaccos, a monograph by Sherlock Holmes
The Practical Handbook of Bee Culture, With Some Observations Upon the Segregation of the Queen by Sherlock Holmes
On the Typewriter and Its Relation to Crime by Sherlock Holmes
There are a few others mentioned in The Sign of Four not to mention some books by Professor Challenger, but I think I’ve done enough Doyle… well… almost…
Two Holmes stories that were mentioned but never recorded by ‘Watson’ were: The Curious Experience of the Patterson Family on the Island of Uffa and The Strange Case of the Giant Rat of Sumatra (unless you count the Firesign Theatre version. 
)
The Oral History of Our Time by Joe Gould (see the film Joe Gould’s Secret by Stanley Tucci if you want to know what I’m talking about)
Mr. Hudson’s Journal from Upstairs, Downstairs.
The book all the Fractured Fairy Tales from Rocky and Bullwinkle came out of.
The 500-year Diary by The Doctor.
A Clockwork Orange… the book written by the young man in the book of the same title.
A Young Lady’s Illustrated Primer by John Percival Hackworth… the incredible book in Neal Stephenson’s The Diamond Age
The Unstrung Harp and other novels by Mr. C. F. Earbrass as detailed in the graphic novel of the same name by Edward Gorey.
If On A Winter’s Night a Traveler… the fabulous new book by Italo Calvino you never do get to buy (along with the rest of the books mentioned in the novel).
My entry for Douglas Adams’ series is the very practical Celestial Home Care Omnibus, author unknown.
Procrastination and other books by T.S. Garp from John Irving’s The World According to Garp
There and Back Again and other works by Bilbo Baggins
One Human Minute by J. Johnson and S. Johnson, reviewed in the book of the same name by Stanislaw Lem.
The book that Alice reads which contains Jabberwocky.
By the way, a big list of books that never existed (including, I believe, many of the ones I listed) can be found at the Invisible Library: http://www.invisiblelibrary.com
In Robert Anton Wilson’s ‘Schrodinger’s Cat’ series, he keeps quoting from a book titled ’ Unsafe Wherever You Go’ (by Furbish Lousewart V)