In No particular order:

Mysteries of Time and Space by Brad Steiger

The Day Satan Called by Bill Scott

Unexplained!  by Jerome Clark

The Alien Agenda by Jim Marrs

Hostage to the Devil by Malachi Martin

The Demonologist by Gerald Brittle

The Alien Interviews by L.A. Marzulli

The Devil in Connecticut by Gerald Brittle

The Book of Enoch (apocryphal bible book)

For Sasquatch I would highly recommend “The Nephilim Among Us”, by Scott Carpenter.  It is a cutting edge reference manual on the subject.  Even if you don’t agree with his conclusions, you are going to get an excellent overview on the research that has/is being done in the field.

Sasquatch: Legend Meets Science by Dr Jeff Meldrum

Quantum Bigfoot by Ron Morehead

Passport To Magonia, Messengers Of Deception, and The Invisible College by Jacques Vallee

Hunt For The Skinwalker by George Knapp

Edges Of Science by Thom Powell

The Demon-Haunted World by Carl Sagan (a good read on the other side of the paranormal coin)

Good book.  I forgot to include that one.  Like "Mysteries of Time and Space" it ties a lot of phenomena together.

The TV show "Alien Highway" recently did an episode on Skinwalker ranch.  It was probably the most impressive episode of an otherwise bland entry to the paranormal TV series field.

Them And Us by Danny Vendramini. An interesting read for those who subscribe to the relic hominid theory.  His depictions of Neanderthals match up quite well with Type 2 Sasquatch.

"Demon Haunted World" by Carl Sagan takes the extreme skeptical approach, if Nihilistic could be applied to his method it would fit.  While a strong skeptical approach isn't bad, I believe there is much to be lost. Modern "Quantum Mechanical Thought" makes these things possible. If you are someone who has experienced paranormal activity then the skeptical notion that such is impossible goes right out the window.

Back on track, "Ghosts" by Hans Holzer yields a thorough treatment of the subject with as much fact checking as possible. Holzer was a well trained journalist with a bent for getting things right. I found a copy on Ebay for a very reasonable price.

Like I said, it is the other side of the coin.  I believe, but I do try and keep a skeptical eye.  There is nothing worse than a believer who loses their shit over natural tree breaks, coyote calls, and 'orbs'.  Not saying that I agreed with everything he writes, bit I found it a useful read.

If you can find,a copy, Weird America, by Jim Brandon.

Abominable Snowman, legend come to life, by Ivan Sanderson, and really, any of Sanderson's other books.

On the Track of Unknown Animals and In the Wake of the Sea Serpents, by Bernard Heuvalmans.

@Joeghoul
Hi Joe, no problem, I was taught the skeptical approach in school but my life experience has shown me there is something else going on as well. Of the two Philosophy instructors I had one was a hard skeptic, the other was as much to the other side as anybody I've known and had some talent to show for it.