Despite its title, this multivolume reference work is really an encyclopedia. Monumental in scope, it is the largest and most comprehensive reference work on the visual arts that has ever been published. Don't start any research on art without checking this source. It is also available online in Oxford Art Online.
Although older than the encyclopedia above, this is still a useful and scholarly work. It is richly illustrated with thousands of color and black-and-white plates, which are all found together at the back of each volume.
Do you want to compare depictions of Pegasus across time and artist? Before this book, studying the treatment of classical themes through the years would have been very difficult. But, with this guide, it is a breeze. This is a unique and very valuable research tool.
This is a handy one-volume encyclopedia on all aspects of Christian art and architecture of all time periods. Its short articles can help you greatly in understanding the religious traditions and subject matter that were prominent in Baroque art. It is also available online.