Here is a recommended selection of books on prayer:
A Praying Life: Connecting with God in a Distracting World by Paul Miller
The Hidden Life of Prayer: The life-blood of the Christian by David McIntyre
Release The Power Of Prayer by George Muller
The Valley of Vision: A Collection of Puritan Prayers & Devotions
My Utmost for His Highest: by Oswald Chambers – Not necessarily a book on prayer but since it was mentioned in the message we have included a link for it