Books by C. Kenneth Moore and R.L. Wilson stand out as good sources. I have one by R.L.Wilson, "Colt An American Legend", that is quite good and not too expensive. I think I only paid $18 for it several years ago.
It is just a primer on Colts but some of his others like, "The Book of Colt Firearms", contains more specific information and commands a much higher price. You may want to focus on models like the Single Action Army for more detail.