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For several years, I've been collecting books on horse racing and its history. Books cannot be lent out, but, as possible, links are provided for sources of digital books.
150 Years of Racing in Saratoga: Little-Known Stories & Facts from America's Most Historic Racing City, by Allan Carter and Mike Kane. English, 2014.
The Abstract Primer of Thoroughbred racing: Separating myth from fact to identify the genuine gems and dandies, by Richard Sowers. English, 2004.
Biographical Encyclopedia of British Flat Racing, by Roger Mortimer, Richard Onslow, and Peter Willett. English, 1978.
Champion Horses: An illustrated history of flat racing, steeplechasing, and trotting races, by Maurizio Bongianni. English (trans. from Italian), 1984.
Champions: The lives, times, and past performances of America's greatest thoroughbreds, by the Daily Racing Form. English, 2005.
Encyclopedia of British Horseracing, by Wray Vamplew and Joyce Kay. English, 2005.
First Past the Post: The history of horse racing, by John Carter. English, 2015.
The Great Racehorses, by Julian Wilson. English, 1998
Historia del turf Argentino, by Roy Hora. Spanish, 2014.
The History of Horse Racing, by Roger Longrigg. English, 1972.
The History of Thoroughbred Racing in America, by William Robertson. English, 1964.
Horse Racing: Records, fast and champions, by Tony Morris and John Randall. English, 1990.
The Jockey Club's Illustrated History of Thoroughbred Racing in America, by Edward L. Bowen. English, 1994.
The Kentucky Derby: How the rn for the roses became America's premier sporting event, by James Nicholson. English, 2015.
Kentucky's Famous Racehorses, by Patricia L. Thompson. English, 2010.
The Most Glorious Crown: The story of America's Triple Crown thoroughbreds from Sir Barton to American Pharoah, by Martin Drager and Ed McNamara. English, 2016.
The Pictorial History of Australian Horse Racing, by Jack Pollard. English, 1982.
Racing in America: 1960-1979, by William Rudy. English, 1980.
The Thoroughbred: Pictorial highlights of breeding and racing, by Bert Clark Thayer. English, 1964.
Thoroughbred Breeding Pedigree Theories and the Science of Genetics, by Tony Morris and Matthew Binns. English, 2010.
Thoroughbred Champions: Top 100 racehorses of the 20th century, by the staff of the Blood-Horse. English, 2003.
100 años del Clásico St. Leger en Chile, by José Salinas Castillo. Spanish, 1987. Available online.
A History of the English Turf (3 vols.), by Theodore Andrea Cook. English, 1902. Available online.
The American Thoroughbred, by Thomas B. Merry. English, 1905. Available online.
The American Thoroughbred, by Charles E. Trevathan. English, 1905. Available online.
The American Turf: An historical account of racing in the United States, by Lyman Horace Weeks. English, 1898. Available online.
The American Turf, by John H. Davis. English, 1907.
Blooded Horses of Colonial Days: Classic horse matches in America before the Revolution, by Frances Culver. English, 1922. Available online.
The British Turf and the Men Who Have Made It. English, 1906.
Chapters from Turf History, by Newmarket. English, 1922.
Dosage: Pedigree & performance, by Steve Roman. English, 2016.
El espectáculo de la hípica en Chile, by Javier Badal Mella. Spanish, 2001. Available online.
The English Turf: A record of horses and courses, by Charles Richard. English, 1901. Available online.
Famous American Racehorses. English, 1877. Available online.
Famous Horses: with portraits, pedigrees, principal performances, description of races and various interesting items extending over a period of nearly two centuries, by Theophilus William Taunton. English, 1901. Available online.
Historia de la series hípica del Caribe 2009-2019, by Juan Carlos Feijoó González. Spanish, 2021.
History of the Kentucky Derby 1875-1921, by John O'Connor. English, 1921.
Horse-Racing in English: A synoptical review, by Robert Black. English, 1893. Available online
Horse-Racing in France: A History, by Robert Black. English, 1886. Available online.
La hípica en Chile: 37 años de historia, by Manual Somarriva Lira. Spanish, 1994. Available online.
Making the American Thoroughbred: Especiall in Tennessee, 1800-1845, by James Douglas Anderson. English, 1916.
Memories of Men and Horses, by William Allison. English, 1922. Available online.
The Pictorial Gallery of English Race Horses, by George Tattersall. English, 1850. Available online.
Portraits of Celebrated Racehorses of the Past and Present Centuries, by Thomas Henry Taunton. English, 1887. Available onine.
Racehorses in Australia, edited by W.H. Lang, Ken Austin, and Stewart McKay. English, 1922. Availabel online.
Racing in America: 1866-1921, by W. S. Vosburg. English, 1922. Available online.
The Turf, by Alfred Watson. English, 1898. Available online.
For a wide overview of the worldwide history of racing horses (at least up to 1972), Roger Longrigg's The History of Horse Racing is just about the best that you can get. It starts in the days of Greek chariot racing and goes through racing in the Medieval Era, the development of modern thoroughbred racing in Great Britain, its international spread in the 19th and 20th centuries, and steeplechasing and trot racing.
For single book coverage of US racing, William Robertson's The History of Thoroughbred Racing in America is excellent, although it ends in the early 1960's, leaving nearly 50 years of racing uncovered. For a more in depth look, the Racing in America series, consisting of five volumes (1665-1866, 1866-1921, 1922-1936, 1937-1959, and 1960-1979) can't be beat, covering even some of the most obscure information in detail. The challenge is finding them, as the books were printed as limited editions by the Jockey Club with no more than a few thousand copies of each.