Everyone has their favorites. This is a list I've compiled over time from various sources.
1. “Writing in General and the Short Story in Particular" by Rust Hills
2. “Story Logic and the Craft of Fiction” by Catherine Brady
3. “From Where You Dream” by Robert Olen Butler
4. "How Fiction Works” by James Wood
5. "Reading Like a Writer” by Francine Prose
6. "Bird by Bird" by Anne Lamott
7. “Bringing the Devil to His Knees: The Craft of Fiction and the Writing Life” by Charles Baxter and Peter Turchi
8. “The Art of Subtext” by Charles Baxter
9. “Wonderbook" by Jeff Vandermeer
10. "This Won't Take But A Minute Honey” by Steve Almond
11. “The Habit of Being: Letters" by Flannery O’Connor
12. “The Story and Its Writer, An Introduction to Short Fiction” by Ann Charters
13. “The Art of Slow Writing: Reflections on Time, Craft, and Creativity” by Louise DeSalvo
14. Literary biographies: Hermione Lee's biographies of Penelope Fitzgerald and Willa Cather
15. "the making of a story" by Alice LaPlante
16. "The Art of the Short Story" by Dana Gioia and R.S. Gwynn
17. Some MFA programs post their required reading lists online and are worth a look. UNC-Wilmington, for example, http://uncw.edu/writers/mfa/documents/mfareadinglist.pdf
18. "Steering the Craft" by Ursula K. Le Guin
19. "Writing Fiction" by Janet Burroway
20. "Zen in the Art of Writing" by Ray Bradbury
21. "Thrill Me" by Benjamin Percy
22. "A Swim in a Pond in the Rain" by George Saunders
23. "The Lie That Tells A Truth" by John Dufresne
24. "Writing Tools: 55 Essential Strategies for Every Writer" by Roy Peter Clark
25. "Object Lessons: the Paris Review presents the art of the short story"
26. "Plot & Structure" by James Scott Bell
27. "Narrative Design: Working with Imagination, Craft, and Form" by Madison Smartt Bell
28. "Meander, Spiral, Explode: Design and Pattern in Narrative" by Jane Alison
29. "Sudden Fiction: American Short Stories" by Robert Shapard and James Thomas
30. "New Sudden Fiction" by Robert Shapard and James Thomas
31. "Flash! Writing the Very Short Story" by John Dufresne
32. "Short-Form Creative Writing: A Writer’s Guide and Anthology" by H. K. Hummel and Stephanie Lenox
33. "The Art of Brevity: Crafting the Very Short Story" by Grant Faulkner