Programming in Haskell The best introduction to Haskell I've ever read. The book is small, concise and easy to read. If you want to learn what haskell is all about this is the book.
Programming F# I've read the draft version of this book and I really liked it. It is comprehensive, up to date and practical. Its not too big and reads easily.
The Haskell School of Expression: Learning Functional Programming through Multimedia This is the only book I found out there that talks about Reactive Programming in Haskell and Graphics.
Expert F# (Expert's Voice in .NET)
Lambda-calculus, Combinators and Functional Programming: 4 (Cambridge Tracts in Theoretical Computer Science, Series Number 4) Very nice and simple introduction to Lambda Calculus. Easy to read, a must to learn where all the functional languages come from.
F# for Scientists
Real World Haskell: Code You Can Believe in
Expert F# 2.0
Introduction Functional Programming (Prentice Hall Series in Computer Science)
Real-World Functional Programming: With Examples in F# and C#
Professional F# 2.0
Purely Functional Data Structures