Sometimes finding books on military timepieces can be almost as daunting a task as finding the watches themselves. The books that I can recommend to get you started on your milwatch journey are:
1) A Concise Guide to Military Timepieces by Ziggy Wesolowski (An MWR regular). Anchor Supplies should have them.
2) Military Watch Encyclopedia by Kesaharu Imai. Written by perhaps the world's foremost military watch collector, this book is in Japanese, however, there are indispensible images as well as military specifications in English. Finding this one outside of Japan has proven difficult, but not impossible. Possible sources; a Japanese friend, eBay, possibly James Dowling.
3) Military Timepieces by Marvin Whitney. A comprehensive, but possibly out of print book. Hard to find at a decent price. Might try Windy City.
4) The Best of Time - Rolex Wristwatches by James Dowling. Widely available, though often expensive. Great info if you like military Rolex. Written by MWR frequent contributor James Dowling.
5) Militäruhren 'Die Uhren der deutschen Streitkräfte 1870 bis 1990' A Documentation of 'Timepieces of the German Forces from 1870 to 1990' by Konrad Knirim. In German, but with English abstracts. Order through: http://www.knirim.de/. Great book written by suspected MWR lurker, Konrad Knirim.
6) British Ministry of Defence Ministry of Aviation Supply Document The British Military specification. Copies are rumored to be floating around here on MWR.
That should get you a good start to milwatch collecting.