This list was compiled through a combination of my own experience and recommendations from other members of the sports analytics community.
I've broken the list into two sections:
I'll be keeping this list updated with new books as they're released. If I'm missing anything, please reach out!
Moneyball: The Art of Winning an Unfair Game by Michael Lewis
The Undoing Project: A Friendship That Changed Our Minds by Michael Lewis
Sports Analytics: A Guide for Coaches, Managers, and Other Decision Makers by Ben Alamar
The Only Rule Is It Has to Work: Our Wild Experiment Building a New Kind of Baseball Team by Ben Lindbergh and Sam Miller
Big Data Baseball: Math, Miracles, and the End of a 20-Year Losing Streak by Travis Sawchik
The MVP Machine: How Baseball's New Nonconformists Are Using Data to Build Better Players by Ben Lindbergh and Travis Sawchik
Shift: The Next Evolution in Baseball Thinking by Russell A. Carleton
The Book: Playing the Percentages in Baseball by Tom Tango, Michel Lichtman, and Andrew Dolphin
Scouting and Scoring: How We Know What We Know About Baseball by Christopher J. Phillips
Astroball: The New Way to Win it All by Ben Reiter
Basketball on Paper: Rules and Tools for Performance Analysis by Dean Oliver
SprawlBall: A Visual Tour of the New Era of the NBA by Kirk Goldsberry
Basketball Analytics: Spatial Tracking by Stephen Shea
Thinking Basketball by Ben Taylor
Basketball Analytics: Objective and Efficient Strategies for Understanding How Teams Win by Stephen M. Shea and Christopher E. Baker
Basketball Data Science With Applications in R by Paola Zuccolotto and Marica Manisera
Soccernomics: Why England Loses, Why Germany and Brazil Win, and Why the U.S., Japan, Australia, Turkey -- and Even Iraq -- Are Destined to Become the Kings of the World's Most Popular Sport by Simon Kuper and Stefan Szymanski
The Numbers Game: Why Everything You Know About Soccer is Wrong by Chris Anderson and David Sally
Soccermatics: Mathematical Adventures in the Beautiful Game by David Sumpter
Football Hackers: The Science and Art of a Data Revolution by Christoph Biermann
Footballistics by James Coventry et al.
Tape to Space: Redefining Modern Hockey Tactics by Ryan Stimson
Hockey Analytics: A Game-changing Perspective by Stephen Shea and Christopher Baker
Stat Shot: A Fan’s Guide to Hockey Analytics by Rob Vollman
Every Shot Counts: Using the Revolutionary Strokes Gained Approach to Improve Your Golf Performance and Strategy by Mark Broadie
The Hidden Games of Football: The Next Edition by Bob Carroll, Pete Palmer, and John Thorn
Fightnomics by Reed Kuhn and Kelly Crigger
Mathletics: How Gamblers, Managers, and Sports Enthusiasts Use Mathematics in Baseball, Basketball, and Footballby Wayne Winston
Stumbling on Wins: Two Economists Expose the Pitfalls on the Road to Victory in Professional Sports by David Berri and Martin Schmidt
The Performance Cortex: How Neuroscience Is Redefining Athletic Genius by Zach Schonbrun
Scorecasting: The Hidden Influences Behind How Sports Are Played and Games Are Won by Tobias Moskowitz and L. Jon Wertheim
Sports Analytics and Data Science: Winning the Game with Methods and Models by Thomas W. Miller
The Best: How Champions are Made by Mark Williams and Tim Wigmore
The Signal and the Noise: Why So Many Predictions Fail–but Some Don't by Nate Silver
Superforecasting: The Art and Science of Prediction by Philip Tetlock and Dan Gardner
Thinking, Fast and Slow by Daniel Kahneman
Thanks to those who provided additional recommendations for this list, including: @kpelechrinis, @RankingSw, @CKotitschke, @sPETEcore, @EdWithSports, @AdvinPagtakhan and @yuorme.