As a kid, my favorite phrase was, "How do you know?" This is an incomplete and ever-expanding answer. 

Books I love

The Hour of Our Death by Philippe Aríes
Treasures of Heaven: Saints, Relics and Devotion in Medieval Europe edited by Martina Bagnoli, Holger A. Klein, C. Griffith Mann and James Robinson
Why Can the Dead Do Such Great Things? by Robert Bartlett
Holy Anorexia by Rudolph M. Bell
Italian Memorial Sculpture 1820-1940: A Legacy of Love by Sandra Berresford with photographs by Robert W. Fichter and Robert Freidus
Images and Ideas in Seventeenth-Century Spanish Painting by Jonathan Brown
The Body and Society by Peter Brown
The Cult of the Saints by Peter Brown
Through the Eye of a Needle by Peter Brown
A Philosophical Enquiry by Edmund Burke
Madonnas that Maim by Michael P. Carroll
Veiled Threats: The Logic of Popular Catholicism in Italy by Michael P. Carroll
The Bad Popes by E. R. Chamberlin
Devoted to Death: Santa Muerte, the Skeleton Saint by R. Andrew Chesnut
Metamorphosis of a Death Symbol: The Transi Tomb in the Late Middle Ages and the Renaissance by Kathleen R. Cohen
Corpses, Coffins, and Crypts: A History of Burial by Penny Colman
Saints Behaving Badly by Thomas J. Craughwell
Saints Preserved: An Encyclopedia of Relics by Thomas J. Craughwell
The Incorruptibles: A Study of the Incorruption of the Bodies of Various Catholic Saints and Beati by Joan Carroll Cruz
Waxing Eloquent: Italian Portraits in Wax edited by Andrea Daninos
Afterlives of the Saints: Stories from the Ends of Faith by Colin Dickey
On Ugliness edited by Umberto Eco
The Square Halo by Sally Fisher
Sepulchers by Ugo Foscolo
Holy Bones, Holy Dust: How Relics Shaped the History of Medieval Europe by Charles Freeman
Tortures and Torments of the Christian Martyrs by Rev. Antonio Gallonio
Furta Sacra: Thefts of Relics in the Central Middle Ages by Patrick J. Geary
Death and Resurrection in Art, The Getty Museum
Palladio’s Rome edited and translated b Vaughan Hart and Peter Hicks
The Danse Macabre of Women: Ms. Fr. 995 of the Bibliothèque Nationale by Ann Tukey Harrison and Sandra Hindman
Gesture in Naples and Gesture in Classical Antiquity by Andrea de Jorio
Empire of Death: A Cultural History of Ossuaries and Charnel Houses by Paul Koudounaris
Heavenly Bodies: Cult Treasures and Spectacular Saints from the Catacombs by Paul Koudounaris
Memento Mori by Paul Koudounaris
Rag and Bone: A Journey Among the World’s Holy Dead by Peter Manseau
The Romantic Agony by Mario Praz
The Mummy Congress: Science, Obsession and the Everlasting Dead by Heather Pringle
Il Ponte di San Giacomo by Luigi M. Lombardi Satriani and Mariano Meligrana
Purgatory Explained by the Lives and Legends of the Saints by Dr. F. X. Schouppe, S.J.
The Living and the Dead: The Neapolitan Cult of the Skull by Margaret Stratton
Saints in Rome and Beyond by Rev. Daniel Thelen
Forgetful of Their Sex: Female Sanctity and Society, Ca 500-1100 by Jane Tibbetts Schulenburg
De Profundis by Carlo Vannini and Ivan Cenzi
La Veglia Eterna by Carlo Vannini and Ivan Cenzi
Butler’s Lives of the Saints edited by Michael Walsh
The Nuns of Sant'Ambrogio: The True Story of a Convent in Scandal by Hubert Wolf

Pro tip: many churches, particularly in Europe, publish small paperback books or pamphlets on the architecture, artwork and history of the parish. If you don’t see them, it’s often worth asking the sacristan. 

Blogs I love

Rocaille
Bizarro Bazar
The Chirurgeon’s Apprentice
Nourishing Death
Atlas Obscura
The Order of the Good Death

Books by friends you might like

The Morbid Anatomy Anthology by Chiara Ambrosio and Stephen Asma, edited by Joanna Ebenstein and Colin Dickey
Cranioklepty: Grave Robbing and the Search of Genius by Colin Dickey
Smoke Gets in Your Eyes: And Other Lessons from the Crematory by Caitlin Doughty
Beauty Secrets of the Martyrs by Verity Holloway
Rest in Pieces: The Curious Fates of Famous Corpses by Bess Lovejoy