Check Point
Configuring Check Point NGX VPN-1/Firewall-1
Check Point NGX R65 Security Administration
Essential Check Point FireWall-1 NG
Nokia Firewall, VPN, and IPSO Configuration Guide

Cisco
Cisco ASA, PIX, and FWSM Firewall Handbook (2nd Edition)
CCSP Self-Study : Cisco Secure PIX Firewall Advanced (CSPFA)
CCSP Cisco Secure PIX Firewall Advanced Exam Certification Guide (CCSP Self-Study)
Cisco PIX Firewalls
Cisco Security Specialist's Guide to PIX Firewall
Cisco ASA : All-in-One Firewall, IPS, and VPN Adaptive Security Appliance
The Accidental Administrator: Cisco ASA Security Appliance: A Step-by-Step Configuration Guide
Cisco ASA Configuration (Networking Professional's Library)

Netscreen/SSG
Configuring Netscreen Firewalls
JNCIS: Juniper Networks Certified Internet Specialist Study Guide
Configuring Juniper Networks NetScreen & SSG Firewalls

SonicWALL
Configuring SonicWALL Firewalls

Microsoft
Microsoft Forefront Threat Management Gateway (TMG) Administrator's Companion
Microsoft ISA Server 2006 Unleashed
Microsoft Internet Security and Acceleration (ISA) Server 2004 Unleashed (Unleashed)
Microsoft Internet Security and Acceleration (ISA) Server 2004 Administrator's Pocket Consultant
Dr. Tom Shinder's ISA Server and Beyond

Linux
Linux Firewalls (3rd Edition)
Linux Firewalls: Attack Detection and Response with iptables, psad, and fwsnort
Linux iptables Pocket Reference