Ali and Nino by Kurban Said. The classic novel of Baku, written in the late 1930s by an author whose identity remains contested. The love story between a Muslim Azeri boy and a Georgian Christian girl, set in the city as it tipped from the imperial Russian to the early Soviet era, is the closest thing to a national epic Baku has, and still the best evocation of the Old City and the surrounding desert.
Black Garden by Thomas de Waal. A clear-eyed history of the war between Armenia and Azerbaijan over Nagorno-Karabakh, drawing on both sides. Essential context for understanding modern Azerbaijan — and the politics behind Martyrs' Lane.
Days in the Caucasus by Banine. A memoir of a millionaire Baku girlhood at the moment when the world she knew was being dismantled — first by the Russian Revolution, then by Soviet rule. Vivid, funny, and a useful corrective to romanticised oil-boom histories.
The Orientalist by Tom Reiss. A biography of Lev Nussimbaum, the Baku-born Jewish boy who reinvented himself in inter-war Berlin as a Muslim prince and is now generally considered the real author of Ali and Nino. Reads like a novel; covers the city's astonishing first oil boom.
Apples Are From Kazakhstan by Christopher Robbins. A travelogue rather than a Baku-specific book, but the chapters set in Azerbaijan are sharp on the texture of the post-Soviet Caucasus.