The majority of these were recommended to me by a teacher from One Story.
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's
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