Fiction AND non-fiction. For research and not for research. I love steeping myself in the period, whether it's for leisure or learning.
For me, it's early to mid 20th century stuff ('00s to '40s) like "Loving Frank" or "The Chaperone." I'm working on "The Amazing Adventures of Kavalier and Clay" right now. At the same time, I'm reading "Meet You in Hell," about the relationship between Andrew Carnegie and Henry Frick. That one's research. They're both terrific for helping me with the world-building I'm trying to do right now, both for Pittsburgh and for New York. I also need to read some Steinbeck for more California flavor in several of my current WIPs.
I also adore old silent era movie magazines and old NY and Pittsburgh online newspapers. They are GOLD.