Fan-items / Making ofs
Jennifer Lynch The secret diary of Laura Palmer Jennifer Lynch: The secret diary of Laura Palmer. Pocket Books New York 1991.

According to the German "Fire Walk With Me"-poster there`s a book accompanying the movie as well, published by Heyne Verlag.

Agent Cooper Scott Frost: The Autobiography of Special Agent Dale Cooper.  My Life, My Tapes. Pocket Books New York 1991.

 

Welcome to Twin Peaks David Lynch/ Mark Frost/ Richard Saul Wurman:
Welcome to Twin Peaks. Pocket Books New York 1991.
Twin Peaks Patricia Shook: Twin Peaks - A Pictorial of Stars

A collection of black and white promotion and fan pictures. Should be quite rare 

Twin Peaks Behind the Scenes Mark Altman: Twin Peaks Behind the Scenes. An unofficial visitors guide to Twin Peaks. Pioneer Books Las Vegas 1990.
Barry Gifford Barry Gifford: The Story of Sailor and Lula / (Wild at Heart). Paladin Grafton Books London 1990.
The Making of Dune Ed Naha: The Making of Dune. W.H. Allen London 1984.
The Elephant Man - The Book of the Film Joy Kuhn / John Connor: The Elephant Man - The Book of the Film. London 1980 Virgin Books