"The Road of the Century" by Alvin Harlow, published 1947, is a pretty comprehensive book. Used copies can be found on Amazon.com and Abebooks.com.
Two newer books on specific components of the NYC are:
"The Michigan Central Railroad: History of the Main Line 1846-1901" by Nicholas Marsh
"The Lake Shore & Michigan Southern Railway" by Dave McLellan and Bill Warrick
A source of "official" NYC history is the Canada Southern Railway website: http://www.canadasouthern.com/caso/home.htm
There are PDF files of the "New York Central Lines Magazine" from the 1920s & 30s: http://www.canadasouthern.com/caso/maga ... gazine.htm
and PDF files of the New York Central's Employee Magazine "HEADLIGHT" from 1940 to 1968: http://www.canadasouthern.com/caso/head ... dlight.htm
And another good source of NYC history is the New York Central System Historical Society's quarterly publication "Central Headlight"