There are a lot of useful books and multimedia resources out there, but here are just a few that many people seem to have found especially useful.

Books

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Austin Bennett, One Man’s Way: Interviews with many top trainers and handlers in the U.K. With biographical information and Border Collie pedigrees.
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Bruce Fogt, Lessons from a Stockdog: Good book for the beginning trainer.
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Anna M. Guthrie, Working With a Stockdog: A helpful guide for ranchers and novice shepherds who want to get the most out of their stockdog.
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Vergil S. Holland, Herding Dogs: Progressive Training: A very popular training book for both ranchers and trial enthusiasts.
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Vergil S. Holland, From the Handler’s Post: Vergil Holland’s much-anticipated guide to succeeding at sheepdog trials, containing a lifetime of knowledge from one of the most successful sheepdog handlers in North America.
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H. Glyn Jones, A Way of Life: A complete guide to sheepdog training, trialing, and handling by a noted U.K. trainer
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Donald McCaig, The Dog Wars: Recounts the struggle of the working Border Collie community against the American Kennel Club over the future of their breed
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Donald McCaig, Nop’s Trials: The famous story of the sheepdog Nop.
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Donald McCaig, Nop’s Hope: Sequel to Nop’s Trials.
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Sally Molloy and Heather Nadelman, Top Trainers Talk About Starting a Sheepdog: Popular collection of interviews with top trainers in the US and UK on the early training of working border collies.
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Michael Neary, Ph.D., Sheep for Sheepdogs: The first guide to sheep care written especially for those with an interest in working sheepdogs.

Multimedia

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Derek Fisher, Welcome to Whistling: A great guide to improving your whistling. Suitable for beginners all the way up to advanced
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Alasdair MacRae, A Shedding Clinic: From teaching the shed to competition shedding
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Derek Scrimgeour, Training Secrets of a Hill Shepherd: An all encompassing two DVD set on stockdog training from start to finish
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Patrick Shannahan, Building a Winning Team - Off to a Good Start: Two-time US National Champion Patrick Shannahan shows us how to build a winning team with our dogs.
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Patrick Shannahan, Building a Winning Team – Headed in the Right Direction: Two-time US National Champion Patrick Shannahan takes us on the journey of training a sheepdog.
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Patrick Shannahan, At Hand with Patrick - Putting Penning Pressure into Perspective: Two-time US National Champion Patrick Shannahan demonstrates using proper pressure to pen sheep.
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Patrick Shannahan, At Hand with Patrick - Sharing the Secrets of Shedding: Two-time US National Champion Patrick Shannahan demonstrates how to teach the young dog to shed.
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USBCHA, Judging Clinic Video: The USBCHA has produced a video in collaboration with Dave Imas and Catbird Video featuring respected judges discussing their judging philosophies and methods followed by narrated judging of several runs at real trials.