The Baltic Revolution: Estonia, Latvia, Lithuania and the Path to Independence by Anatol Lieven (1993) remains the definitive account of the collapse of Soviet power in the Baltics. Lieven was there as a journalist; his reporting is sharp and his analysis has aged well.
Between Shades of Gray by Ruta Sepetys (2011) is a novel about a Lithuanian teenager deported to Siberia in 1941. Written for younger readers but powerful for any age, it's an accessible entry point into a history that many Westerners know little about.
Forest of the Gods by Balys Sruoga (published posthumously, 1957) is a darkly sardonic memoir of the author's time in the Stutthof concentration camp. One of the most important works of 20th-century Lithuanian literature.
The Jews of Lithuania: A History of a Remarkable Community 1316–1945 by Masha Greenbaum (ISBN: 9652291323) chronicles the extraordinary Jewish civilisation that flourished in Vilnius — the Jerusalem of Europe — and was almost entirely destroyed during the Second World War.
Beginning with My Streets: Essays and Recollections by Czesław Miłosz (translated by Madeline Levine, ISBN: 0374110107) — Miłosz was born in what is now Lithuania and his essays about the city of Vilnius and the lost world of the eastern borderlands are beautiful and melancholy.
Lonely Planet Estonia, Latvia & Lithuania is the standard practical travel guide, updated regularly, covering all three Baltic states in one volume.