Books I'm really glad I read when I was starting to learn the game: Winning Ugly by Brad Gilbert and Steve Jamison, The Inner Game of Tennis by W. Timothy Gallwey, Smart Tennis: How to Play and Win the Mental Game by John F. Murray, Tennis for Life by Peter Burwash, and The Art of Doubles by Pat Blaskower.
Tennis biography I enjoyed the most: Open by Andre Agassi
Other good bios: Breaking Back by James Blake and Days of Grace by Arthur Ashe
My fitness Bible: Complete Conditioning for Tennis by Kovacs, Roetert et al. These are the fitness gurus at the USTA national training center in Lake Nona, FL.
For history and cultural influences: The Bud Collins History of Tennis by Bud Collins
While we're at it I will mention that there are absolutely no good tennis movies. Not a one. The closest thing would be Ridley Scott's Gladiator.