These are the books I most often refer to (apart from my own, and other Jane's Yearbooks, of course!):
Hogg, I.V. Jane's Directory of Military Small Arms Ammunition. Jane's Publishing Company (London, 1985)
This is one of the very few inexpensive books which provides details of automatic cannon ammunition, both current and historical, of up to 30mm calibre. Rifle/MG and handgun/SMG ammo are also included. It does not include everything, and is slightly out of date, but is still a handy quick reference.
Braun, M. Handbuch der Flugzeug Bordwaffenmunition. (1977)
Provides details of ammunition used in German aircraft guns in WW2. Especially valuable for its detailed ballistic data, and the penetration curves for AP ammo.
Hackley, F.W., Woodin, W.H. and Scranton, E.L. History of Modern US Military Small Arms Ammunition, Volumes I and II. The Macmillan Company (New York, 1967) and The Gun Room Press (USA, 1978)
Comprehensive detail of the development of all types of US ammunition from pistols to HMG rounds. Vol 1 covers 1880-1939, Vol 2 1939-45. All service loadings, and many experimental loadings and cartridges, are covered.
Hogg, I.V. (introduction) The American Arsenal: the World War II Official Standard Ordnance Catalgue. Greenhill Books (London, 1996)
A reprint of official US Army data sheets, covering guns and ammunition as well as other military equipment. The ammunition section is particularly useful as it provides details, and sectioned drawings, of cartridges and projectiles up to 16" calibre. There are also details of fuzes, rockets, mines, grenades and other nasties.
Huon, J. Military Rifle and Machine Gun Cartridges. Arms & Armour Press (London, 1986)
A handy book describing rifle and MG cartridges of up to 18mm calibre, from the earliest ones to the present day. All rounds are illustrated by photographs and have detailed measurements provided, with the more common ones having details of different loadings. Some experimentals also included. A new edition is now available, but so far only in French.
Kent, D.W. German 7.9mm Military Ammunition 1888-1945. Privately published (USA)
Very detailed description of the variety of loadings for the standard 7.92x57 round, but also includes other German cartridges of this calibre. Not much on muzzle velocities and nothing on ballistics.
Labbett, P. British Small Arms Ammunition 1864-1938 Privately published (UK, 1993)
A classic by the master of this subject. Covers calibres up to one inch, including many experimental types, e.g. Gerlich 'squeezebores'. Cartridges are photographed, with many sectioned drawings.
Labbett, P. and Mead, P.J.F. .303 Inch Privately published (UK, 1988)
Another classic, containing details and illustrations of all of the loadings of this round, plus many experimental variants.
Lenselink, J. and de Hek, W.D. Notes on Small and Medium Calibre Military Cartridges. Delfia Press (Rijswijk, 1986)
Mainly consists of scale drawings, often part-sectioned, of rifle, MG and cannon cartridges of up to 40mm calibre. Hardly any information is provided about them, however.
Lenselink, J. and de Hek, W.D. Military Cartridges Part 1 3.5x45 > 20x138B. Privately published (Netherlands, 1995)
A more useful work than the one above, giving much more detail about the cartridges, including brief historical notes, plus sectioned drawings of different projectiles, fuzes etc.
Lippert, J. Deutsche Bordwaffen Munition Bis 1945. Privately published (München, 1989)
A compendium of contemporary sectioned drawings of the different rounds used in, or considered for, the Luftwaffe's aircraft guns. Many experimental cartridges and projectiles are included.
Privately Published Booklets
Edwards, A.O. Headstamps and Markings on .303 inch British Service Ammunition
A general guide to the subject
Edwards, A.O. Headstamp Guide: .303 inch British Service Ammunition
Details of known headstamps for every loading (including Commonwealth production), including colour photos of the cartridges.
Elks, K. Japanese Ammunition 1880-1945
Drawings and detailed information about the rifle, MG and cannon cartridges and loadings of up to 30mm calibre. Essential. A new and expanded two-part edition has been produced, with illustrations in colour.
The Peter Labbett & Co. Ammunition Guides
These are in two different formats. Most are typed booklets of around 20-30 pages, with sectioned drawings of all of the projectiles used with the cartridges being described. Historical notes and loading data are also provided. A few of the booklets are bigger and glossier, and include photographs as well. This is far from a complete list, but includes the ones I consult most often.
Labbett, P. and Brown, F.A. British Anti-Tank Rifle Ammunition 1917-1945
Labbett, P. and Brown, F.A. British Air Service Ammunition Special Loadings .45 inch to .7-07 inch 1914-1918
Labbett, P. and Brown, F.A. British Service .50 inch Browning Ammunition
Labbett, P. and Brown, F.A. German 2cm Cannon Ammunition 1935-1945
Labbett, P. German Cannon Ammunition 1938-1945 Service Calibres 13mm to 3cm (other than 2cm)
Labbett, P. and Brown, F.A. British-Made .5 inch and 13mm Machine Gun Ammunition, not for British Service
Labbett, P. and Brown, F.A. 12.7mm x 108 and 14.5mm x 114 Ammunition (Communist)
Labbett, P. and Brown, F.A. British Service 20mm Oerlikon Ammunition
Labbett, P. and Brown, F.A. British 30mm & 30/20mm Ammunition
Labbett, P. and Mead P.J.F. British 20mm Hispano Ammunition
Labbett, P. British 30mm Rarden Ammunition
Labbett, P. and Mead P.J.F. British Madsen Ammunition
Labbett, P. Russian Small Arms Ammunition 1972-97
Labbett, P. Assault Rifle Ammunition, 5.56mm to 11mm calibre
Labbett, P. The Development in Britain of .30 inch, 7.92mm and 15mm BESA Ammunition 1939-1993
Guns (General - some including Ammunition)
Chinn, G.M. The Machine Gun. Vols I-IV Bureau of Ordnance, Department of the Navy (USA, 1951-55); Vol V RAMP Inc. 1987
What can I say? This is the Bible for all those interested in this subject, around 2,500 pages in five volumes packed with information. However, although an invaluable resource it is not without flaws. Most obviously, it does not cover any Russian guns after WW2 (the 1987 volume mainly deals with US developments, with some from Western Europe). It is also very idiosyncratic in its approach, with masses of detail about some unimportant weapons, hardly a mention of some major ones. There is a strong emphasis on aircraft guns, including non-automatic ones! Some ammunition information, but not a lot.
Hogg, I.V. Machine Guns. Krause Publications (USA 2002)
An excellent general history, with very useful data tables on guns and ammunition. Published posthumously, and seems not to have been adequately proof-read.
Koll, C. Soviet Cannon. Privately published (2009)
The subtitled says it all: A Comprehensive Study of Soviet Guns and Ammunition in Calibres 12.7mm to 57mm. Absolutely essential, contains huge amounts of information about both guns and ammunition, including colour photos of different ammunition loadings. Nothing else remotely compares with this coverage.
Mellichamp, R.A. The Gun for all Nations: The 37mm Gun & Ammunition: Volume I 1870-1913 . Privately published (2010)
The first part of Robert's magnum opus, decades in the preparation. Descriptions and line drawings by the author of all known guns and ammunition (including different loadings) in this calibre, including experimental items only known from drawings. My only complaint: a lack of technical data.
Musgrave, D.D. German Machineguns. Greenhill Books (London, 1992)
A good descriptive history from the Maxims up to the present day, including 20mm and some larger weapons. Frustratingly lacking in data about the weapons and ammunition, though.
Hobart F.W.A., Pictorial History of the Machine Gun. Ian Allan (Shepperton, 1971)
A useful survey, well illustrated with some unusual items and even with a data table (hooray!) but not much detail in it.
Hoffschmidt, E.J. Know Your Antitank Rifles. Blacksmith Corp (USA, 1977)
A great little booklet, providing the most comprehensive coverage of this subject.
Hogg, I. V. The Illustrated Encyclopedia of Artillery. Quarto (London, 1987)
A good primer on the subject, particularly useful for the data tables of 20th century artillery developed by various countries.
Hogg, I. V. German Artillery of World War Two. Arms and Armour Press (London)
The classic work, recently reprinted. Unusual in including much information about ammunition.
Hogg, I. V. British & American Artillery of World War Two. Arms and Armour Press (London, 1978)
As above, but regrettably with less about ammo.
Tantum, W.H. and Hoffschmidt, E.J., (eds.) Second World War Combat Weapons: Japanese. WE Inc. (Connecticut, 1968)
Details of Japanese Army equipment, including guns of all calibres, and some ammo data too.
Anon. Fire and Movement Royal Armoured Corps Tank Museum (Bovington Camp, 1975)
A very handy little booklet, giving basic ballistic and penetration data of the major tank guns used in WW2 (as well as engines and transmissions of AFVs)
Campbell, J. Naval Weapons of World War 2. Conway Maritime Press (London, 1985)
An absolute 'must have', recently reprinted. Detailed data about everything!
Friedman, N. The Naval Institute Guide to World Naval Weapon Systems. US Naval Institute (1989 and 1994 Update)
Detailed and comprehensive, mainly for equipment currently in service.
Richardson, R. Naval Armament. Jane's (London, 1981)
Basic, but a useful quick reference.
Gunston, W. Encyclopedia of Aircraft Armament. Salamander Books (London, 1987)
Contains a brief historical overview of gun development, then details contemporary weapons. Oh yes, and there's rockets and bombs and missiles too.
Woodman, H. Early Aircraft Armament. Arms & Armour Press (London, 1989)
A classic. Loads of photos and drawings of First World War guns.
Wallace Clarke, R. British Aircraft Armament. (two volumes) Patrick Stephens Ltd (UK, 1993 and 1994)
The first volume deals with gun turrets, the second with guns and sights, from WW1 to the present day.
Gooderson, I. Air Power at the Battlefront: Allied Close Air Support in Europe 1939-45. Frank Cass (London 1998)
This is based on an academic study, and is a very detailed and well-referenced analysis. Famous (or notorious) for debunking the myth of the "tankbusting" Allied fighter-bombers.
Hoffschmidt, E.J. German Aircraft Guns and Cannons. WE Inc (Greenwich, USA)
A useful, well-illustrated reference, much of it based on Chinn but with illustrations and details of the ammo!
King, H.F. Armament of British Aircraft 1909-39. Putnam (London, 1971)
Deals with the installations in aircraft, not with the guns themselves. Much information unobtainable elsewhere.
Wallace, G.F. Guns of the Royal Air Force 1939-1945. William Kimber and Co. (London, 1972)
Especially good on the development of the Hispano, but it covers the others as well. Written by a man who was there, and heavily involved.