Scott Reynolds Nelson, Steel Drivin' Man: John Henry, the Untold Story of an American Legend (2008)
William and Mary professor Nelson hunts for the real story behind the legend in this historical treasure hunt. Authoritative and entertaining, the book manages to tell a great story while also teaching a thing or two about the Reconstruction Era.
Stephen Amrbose, Nothing Like It in the World (2000)
If you're interested in the larger story of the railroad lying behind the John Henry legend, you might like Ambrose's popular history. The scholar loves a grand story and at times gets lost in the drama, but the book is well researched, and Ambrose knows how to tell a tale.