These books were all popular "best-sellers" and are "fun" books that read like novels.  This is really a painless way to learn about financial markets.

1. In Fed we Trust by David Wessel 
2. The Big Short: Inside the Doomsday Machine by Micheal Lewis 
3. How I Caused the Credit Crunch  by Tetsuya Ishikawa
4. When Genius Fails:  The Fall of Long-term Capital Management, by Roger Lowenstein
5. Fiasco:  The Story of a Derivatives Trader by Frank Partnoy
6. Liar's Poker by Michael Lewis
7.   The New New Thing by Michael Lewis
8. Barbarians at the Gate: The Fall of RJR Nabisco by  Burrough, Bryan and John Helyar
9.  Den of Theives by James B. Stewart.
10. Monkey Business: Swinging Through the Wall Street Jungle by Rolfe and Troob

These books have also been "popular best-sellers".  They offer a careful but very accessible analysis of investing.

1. Stocks for the Long Run : The Definitive Guide to Financial Market Returns and Long-Term Investment Strategies by Jeremy J. Siegel, Peter L. Bernstein
2. Understanding Wall Street by Jeffrey B. Little, Lucien Rhodes
3. A Random Walk Down Wall Street by Burton Gordon Malkiel
4. Bogle on Mutual Funds: New Perspectives for the Intelligent Investor by John C. Bogle
   1. Little book on common sense investing
   2. Common Sense on mutual funds
5. Willliam Bernstein has books listed at:  http://www.efficientfrontier.com/
6. Intelligent Investor by Ben Graham

More technical reference books:

1. A Non-Random Walk Down Wall Street by Andrew W. Lo, Archie C. Mackinlay
2. The Econometrics of Financial Markets;  John Y. Campbell, Andrew W. Lo, Archie C. Mackinlay
3. Business Cycles : Durations, Dynamics, and Forecasting  by Francis X. Diebold, Glenn D. Rudebusch