Check out Jim Steinmeyer's Hiding the Elephant. It's not a biography, but a great book on the history of magic in the golden era of magic. The book explains the concepts behind some classic illusions. Jim also has a book on Alan Wakeling called, appropriately, The Magic of Alan Wakeling.It explains in detail many of Alan's effects including the Wakeling Sawing in Half. That book is out of print, but can still be found. Jim also wrote Glorious Deception which is the story of Chung Ling Soo (William Robinson) -- who is infamous for dying as a result of performing a bullet catch. Also Check out Art and Artifice which is another historical book by Jim.