Sutherland and Wilson's - 'The Book of Colt Firearms' is probably the best, and most comprehensive.
It's the 'Bible' for Colt collectors, and best of all - it's affordable.
There are others, of course - but they deal in certain of the sub-sets, and were generally of limited printings, all of which made them quickly become collectible in their own right, but Wilson soon appropriated the name from Bob Sutherland, and had it reprinted several times over, so the copies are out there.
Check ebay when you check other sources.
Good Hunting!
Vaya,
Scouts Out!