Here is a list of great pattern and instructional books. Most can be purchased at your local Hobby Lobby, Joann Fabrics or Walmart or you can also look on Amazon.com.
Loom Knitting Primer by Isela Phelps
Loom Crafts with Knifty Knitter by Provo Craft
Knifty Knitter I, II, and III Mini Instruction and Pattern Booklet
Loom Knitting Pattern Book by Isela Phelps
Learn to Knit Cables on Looms by Isela Phelps
Knitting Board Basics DVD I and II by KnittingBoard.com
Learn to Knit on Circle Looms by Denise Layman
Learn New Stitches on Circle Looms by Anne Bipes
Knitting Wheel Fashions by Kathy Norris
More Knitting Wheel Fashions by Kathy Norris
Knitting for the Knitting Board, Knitting Loom, Knitting Rake by Marla S Richard (from frameknitting.com)