Anderson, George K., The Legend of the Wandering Jew (Brown Univ. Press, 1965)
This was a gift from luckymarty and it's quite simply an unmatched investigation into this creepily anti-Semitic medieval legend. This book is a model of thoroughness in cultural history; 400 plus pages, with footnotes and index. The prose is clear modern academese, the net cast wide and well. Along with the expected literary-symbolic and cultural-historical treatments, there is a list of 29 "Wandering Jew sightings" from Florence in the 15th century to London in 1830, and 120 summarized (or fully quoted) folktales using the WJ motif from Turkey to Utah. The book's only significant flaw is its age; forty years old, it misses most SF/fantasy treatments of the legend, but no responsible modern student of the subject can afford to ignore Anderson's magnum opus.
Honorable Mentions: Agrippa, Cornelius, Three Books of Occult Philosophy; Andrews, George, Extra-Terrestrial Friends and Foes.