Mastering UNIX Shell Scripting - This book deals with ksh programming. zsh originally tried to work a lot like ksh, so this is useful.
Beginning Shell Scripting - Mainly covers Bourne Shell scripting, but also discusses special features of ksh, bash and csh *ungh*
Linux-UNIX Shells - Discusses Bourne-, Korn- and C shell, bash and tcsh. This is a book is written in German.
Learning the Korn Shell - Well, a book about ksh. Again, as zsh originally tried to follow ksh's ways, this book could be interesting for zsh users, too.
Classic Shell Scripting - As the name suggests, classic shell scripting is the topic here. This books tries to tell the reader about common traps, as well.
Books about UNIX tools (and therefore the shell as well):
UNIX Power Tools - A great book about UNIX and its tools. It tells you a lot about your system and its shell with a lot of its tools.