Greg has a pretty complete list of casino collectibles references right on this site, Shawn. If you can't find the link at the top of the index page, here it is again:

http://www.chipguide.com/books.htm

The only book that tries to cover everything is The Gaming Table. It doesn't list individual chips, only the places that used them, and it doesn't have prices or pictures. Still, for id of unknowns, it's invaluable. For Nevada chips, you need The Chip Rack or The Official Guide (Campiglia & Wells). TCR is more complete; Official Guide has many excellent color pictures. Both have retail price ranges.

For more specialized collections, like riverboats, illegals, Caribbean, you'll find a book for your needs in the list.

Good Luck!