Ted Anthony, Chasing the Rising Sun: The Journey of an American Song (2007)
Anthony travels around the country and back in time to uncover the origins and evolution of the song made most famous by the Animals in 1964. The book is clearly written, separates fact from fiction, and provides fascinating (and entertaining) samples of alternate versions.
Eric Burdon with Jeff Marshall Craig, Don't Let Me Be Understood (2002)
Not one of the best of this genre, but Burdon's fans will enjoy this account of his days before, after, and with the Animals. Those interested in the Animals more than Burdon, should read Sean Egan's Animal Tracks.