The Devil in the Holy Water (O Diabo na Terra de Santa Cruz) by Laura de Mello e Souza — a classic of Brazilian colonial history that covers, among many other things, the founding of São Vicente and Santos.
Pelé: The Autobiography by Pelé with Orlando Duarte — straightforward but valuable. The Santos chapters give a real sense of the city in the 1950s and 60s when Pelé was making his name at Vila Belmiro.
A Cidade do Café (The Coffee City) by Marcos Tognon — a richly illustrated history of Santos in the coffee era, focusing on the architecture of the Centro Histórico. Available at the Bolsa do Café shop.
Stefan Zweig: Brazil, Land of the Future — Zweig spent his last years in Petrópolis but visited Santos and Guarujá, and his account of the coastal cities is part of the strange final chapter of his life.