I'm glad Rob mentioned The Peregrine. One of my favorites. I imagined that
the book would be hard to find but I checked Abe Books (http://www.abe.com/)
and they have copies at great prices. (not meant as an advertisment, just a
point of information!)
My favorite would be A. C. Bent's Life Histories of North American Birds. I
have the 26 volumes and I have been reading the species accounts a lot lately
(part of my dissertation). The species accounts span a period of 20 years and
actually provide quite a portrait of the evolution of our understanding of
birds, the changing environment, and ecology in general. There are great
notes from Audubon, Wilson, Coues, Muir, Teddy Rosevelt etc. The account of
the Indigo Bunting is priceless. For me it is the first account of people who
have realized that as the landscape has changed the Indigo Bunting has
benefited. The account of the Cowbird, the Starling, the English Sparrow, the
White Tailed Kite are all significant.
Yes, I know that the latest endeavor to provide species accounts is more
recent and probably more scientifiic but there is a lot to draw from the
historical accounts.

Jim Rosso
Sammamish
jlrosso at aol.com