Perhaps the best pace to start would be Tom Nettles' excellent book entitled By His Grace and for His Glory: A Historical, Theological, and Practical Study of the Doctrines of Grace in Baptist Life. This book is a very good historical introduction especially for those who don't yet have much knowledge of the history of Calvinism among Baptists.
Other books include:
History of the English Calvinistic Baptists 1771-1892: From John Gill to C.H. Spurgeon by Robert W. Oliver
A Cloud of Witnesses: Calvinistic Baptists in the 18th Century by Michael Haykin
The British Particular Baptists - Volume 1 edited by Michael Haykin
The British Particular Baptists - Volume 2 edited by Michael Haykin
The British Particular Baptists - Volume 3 edited by Michael Haykin
The three volume set edited by Haykin is published by Particular Baptist Press who states that "Each volume of this three volume set contains professionally written biographical sketches of the British Particular Baptists from 1638 - 1910."
The Particular Baptist Press also offers a number of other British Baptist biographical and historical works here.
Do you have any books that should be added to the list? Feel free to comment and make your suggestions.