These are all books I have in my personal library, organised by broad topic, and in which I can easily check or find a reference for you. Please do feel free to ask if you need something checked in one of these books.
Burrow, Colin, ed. (2008). The Complete Sonnets and Poems. The Oxford Shakespeare. Oxford: Oxford University Press. ISBN9780199535798.
Duncan-Jones, Katherine, ed. (2007). Shakespeare's Sonnets. The Arden Shakespeare, third series. London: Arden Shakespeare. ISBN9781903436578.
Hamlet
Hibbard, GR, ed. (2008). Hamlet. The Oxford Shakespeare. Oxford: Oxford University Press. ISBN9780199535811.
Thompson, Ann; Taylor, Neil, eds. (2006). Hamlet. The Arden Shakespeare, Third Series. London: Arden Shakespeare. ISBN9781904271338.
Thompson, Ann; Taylor, Neil, eds. (2006). Hamlet: The Texts of 1603 and 1623. The Arden Shakespeare, Third Series. London: Arden Shakespeare. ISBN9781904271802.
Romeo and Juliet
Levenson, Jill L, ed. (2000). Romeo and Juliet. The Oxford Shakespeare. Oxford: Oxford University Press. ISBN9780192814968.
Levenson, Jill L, ed. (2008). Romeo and Juliet. The Oxford Shakespeare. Oxford: Oxford University Press. ISBN9780199535897.
The Tempest
Orgel, Stephen, ed. (1987). The Tempest. The Oxford Shakespeare. Oxford: Oxford University Press. ISBN9780199535903.
Vaughan, Virginia Mason; Vaughan, Alden T, eds. (1999). The Tempest. The Arden Shakespeare, Third Series. London: Arden Shakespeare. ISBN9781903436080.
Gibson, Rex, ed. (2006). The Tempest. Cambridge Student Guides. Cambridge: Cambridge University Press. ISBN0521538572.
Hulme, Peter; Sherman, William H. (2004). The Tempest: Sources and Contexts, Criticism, Rewritings and Appropriations. Norton Critical Editions. London: W. W. Norton. ISBN9780393978193.
Palmer, David John (1991). Shakespeare's "Tempest": A Selection of Critical Essays. New York: Palgrave Macmillan. ISBN0333533623.
Todd, Loreto (2003). The Tempest. York Notes Advanced. London: York Press. ISBN0582784379.
Twelfth Night
Wells, Stanley; Warren, Roger, eds. (2008). Twelfth Night, or What You Will. The Oxford Shakespeare. Oxford: Oxford University Press. ISBN0199536090.
Trussler, Simon (2007). Will's Will: The Last Wishes of William Shakespeare. National Archives. ISBN1905615248.
Wells, Stanley W. (2007). Shakespeare and Co.: Christopher Marlowe, Thomas Dekker, Ben Jonson, Thomas Middleton, John Fletcher and the Other Players in His Story. Penguin Books Ltd. ISBN0141017139.
Halliwell-Phillipps, James Orchard (2007). A Catalogue of the Shakespeare-Study Books in the Immediate Library of J.O. Halliwell-Phillipps. Elibron Classics. Adamant Media Corporation. ISBN1402140193.
Shaughnessy, Robert (2007). The Cambridge Companion to Shakespeare and Popular Culture. Cambridge Companions to Literature. Cambridge: Cambridge University Press. ISBN9780521605809.
Ball, Robert Hamilton (2016) [first published 1968]. Shakespeare on Silent Film: A Strange Eventful History. Routledge Library Editions: Film and Literature. Vol. 1. London: Routledge. ISBN978-1-138-99611-3.
Rothwell, Kenneth S. (2000) [first published 1999]. A History of Shakespeare on Screen: A Century of Film and Television. Cambridge: Cambridge University Press. ISBN0-521-59404-9.
Taylor, Michael (2001). Shakespeare Criticism in the Twentieth Century. Oxford Shakespeare Topics. Oxford: Oxford University Press. ISBN0198711840.
Biographers
Edmond Malone
de Grazia, Margreta (1991). Shakespeare Verbatim: The Reproduction of Authenticity and the 1790 Apparatus. Oxford: Clarendon Press. ISBN0198117787.
Martin, Peter (2005). Edmond Malone, Shakespearean Scholar: A Literary Biography. Cambridge University Press. ISBN0521619823.
Prior, James (1860). Life of Edmond Malone, Editor of Shakespeare: With Selections from His Manuscript Anecdotes. London: Smith, Elder & Co., 65, Cornhill. ISBN1144932327.
James Orchard Halliwell-Phillipps
Spevack, Marvin (2001). James Orchard Halliwell-Phillipps: The Life and Works of the Shakespearean Scholar and Bookman. Oak Knoll Press. ISBN1584560517.