A language with almost 2,500 years of documented history, Latin is perhaps the most important and interesting language on the planet. Not only can its origins be traced almost back to its very beginning, but its demise as a living language and its progeny in the form of the Romance languages are all known and attested. Further, it made massive contributions, both directly and through its daughter language French, to English, the most widely spoken language on the planet. And it is enjoying a bit of a revival these days, with new interest hitting a language that gave us the Roman empire, the Romance languages, and the Roman alphabet.
Latin for Beginners, by Benjamin L. D'Oogle, Ph.D. An introductory reader for the Latin language. Though published about a century ago, Latin hasn't changed since then, so this book is still quite useful.
New Latin Grammar, by Charles E. Bennett. Exactly what it sounds like, though it's not new by today's standards. Instead, it is a treatment of the Latin language, both thorough and precise, and still useful since the Latin has been dead for hundreds of years.
Wine, Women, and Song, Medieval Latin Student's Songs, including translation and commentary by John Addington Symonds.
Dominus Vobiscum - A full explanation of this old phrase that is still in use today, though often without people realizing where it comes from or what exactly it means.