Millions of words and countless books have been written about Him, about Her, about Them, about The Abdication and about Their Stuff.
Lots of it is repetitive – believe me I have now read quite a few.
They published their own memoirs during their lifetimes, namely A King’s Story and The Heart Has Its Reasons. These two I own but have yet to read. The story goes that after the Abdication and the Second World War was over and when they had finally settled in France the former king, feeling rather at a loose end, at Wallis’s suggestion wrote his own biography. This he set about with gusto and with help of Charles J. V. Murphy. Published in 1951 A King’s Story: the memoirs of H.R.H. The Duke of Windsor was a great success. Wallis published her own story The Heart Has Its Reasons: the memoirs of the Duchess of Windsor in 1956.
Copies of both books are on the Library shelves at La Maison Des Amis.
I have (unread, so far) copies of my own as well.
Also on the library shelves at La Maison are other biographical works telling in their own way and with their own biases the stories of the Duke and Duchess. The winner with the most publications to his name on these shelves is Hugo Vickers with a total of 3 works:
The Private World of the Duke and Duchess of Windsor, 1995. Published by Mohammed Al Fayed.
Cecil Beaton : the authorized biography; 1985. (CB was a close friend of theirs and who took many of the best known photographs of the Windsors and who frequently came to stay at Le Moulin de la Tulierie.)
Behind Closed Doors: the tragic untold story of the Duchess of Windsor; 2011.
Other Windsor books at La Maison include Suzy Menkes’ The Windsor Style (1987) which covers their homes, gardens, fashions and objects. The appendices include The Duchess of Windsor’s Cookbook and a list of furnishings and objets d’art donated to The Palace of Versailles and the sale results of The Duchess of Windsor’s Jewel Sale at Sotheby’s in Geneva in April 1987.
Frances Donaldson, who wrote an [official] biography of the Duke also published in 1974 Edward VIII : the road to abdication. Rather more of a photographic album with informed commentary than the aforementioned biography. Shown below are my own copies.
The selection at Gif also includes La Veritable Duchesse de Windsor by Bertrand Meyer-Stabley, Editions Pygmalion, 2002, for all the French guests staying at Le Moulin. Well, I have yet to see any French commenters in the Landmark Logbook but maybe they haven’t caught on to the British Visitor’s Book signing tradition.
The People’s King [another] true story of the Abdication; by Susan Williams 
Queen Victoria’s Family: a century of photographs, 1840-1940; by Charlotte Zeepvat. 
The Education of a Gardener, by Russell Page.  who spent time helping the former king to establish his own garden at Le Moulin de la Tuilerie.
But I think the most interesting and intriguing books on the library shelves at La Maison are the 3 volumes of the New York Sotheby’s Catalogue of the Sale in 1997 of the Duke and Duchess of Windsor’s property. They are fully illustrated and contain price estimates. On our return home last year we bought the final sale price list with which to compare.