The Song of the Cid (Cantar de Mio Cid, anonymous, c.1200, translated by Burton Raffel) — The medieval epic poem about Rodrigo Díaz de Vivar begins in Burgos, with El Cid forced into exile by King Alfonso VI. The opening scenes describe him riding out of the city gate while the townspeople weep but dare not give him food or shelter, on pain of royal punishment. The poem is the foundational text of Spanish literature and surprisingly readable in a good modern translation.
The Road to Santiago by Walter Starkie (1957) — Starkie walked the Camino in the 1950s with a fiddle, playing for hospitality and observing a Spain that was already changing under Franco. The Burgos he describes — austere, proud, deeply religious — is recognisable in the city today.
The Cathedral (La Catedral) by Vicente Blasco Ibáñez (1903) — A novel set in Toledo's cathedral, not Burgos, but its depiction of the interior politics and corruption of the Spanish Church in the early twentieth century sheds light on the institutional world that the great Gothic cathedrals of Castile inhabited.