The Maastricht Treaty — There is no single narrative account of the 1992 treaty negotiations that created the European Union, but Kenneth Dyson and Kevin Featherstone's The Road to Maastricht (1999) is the authoritative political history for those who want to understand how the EU came to be and why Maastricht was chosen as its symbolic birthplace.
Simon Schama, The Embarrassment of Riches: An Interpretation of Dutch Culture in the Golden Age — Not specifically about Maastricht, but the best single book for understanding the Dutch world that shaped the city in its most prosperous period. Schama's argument — that Dutch identity was formed by the tension between abundance and Calvinist guilt — illuminates everything from the Sint Servaas treasury to the merchant houses of Wyck.
Harry Mulisch, The Discovery of Heaven — The most ambitious Dutch novel of the 20th century, set largely in Amsterdam and Maastricht. Mulisch was one of the great Dutch novelists, and his Maastricht passages capture the city's particular quality — its remove from the Protestant north, its Burgundian ease.
Hugo Claus, The Sorrow of Belgium — The defining Flemish novel, set just across the border in Belgium, but essential reading for understanding the cultural world that Maastricht belongs to: the Flemish-speaking Catholic south that is quite distinct from the Dutch Protestant north.