Lonely Planet China — The standard practical guide covers Dalian and the Liaoning coast in its northeast China chapter, with current transport and accommodation information.
The Great Game by Peter Hopkirk — Background on the Russian imperial expansion into northeast Asia that shaped Dalian's history: the Russian lease of the Liaodong Peninsula, the construction of Port Arthur, and the eventual confrontation with Japan.
Manchuria: Its People, Resources and Recent History by Alexander Hosie — A detailed early 20th-century account of the region Dalian served as a gateway to, capturing the period when Russian and Japanese interests collided here.
Waiting by Ha Jin — Booker Prize-winning novel set in a northeast China military hospital over several decades. Not set in Dalian specifically, but captures the character of the region — its restraint, its winters, its particular mix of resignation and endurance — better than almost any other work of fiction.