(Bummer that Stack Overflow only allows one hyperlink per post for new users - I originally had hyper links to all the books below but had to remove them due to that limitation.)
The Analysis Services Books Landscape (Books targeting the 2008 version of the product):
The Microsoft Press "Step by Step" books, Microsoft SQL Server 2008 Analysis Services Step by Step and Microsoft SQL Server 2008 MDX Step by Step are designed to be good intro books (MDX is the query language for Analysis Services. To my knowledge, this is the only MDX book targeting the 2008 version of Analysis Services.)
Professional Microsoft SQL Server Analysis Services 2008 with MDX
- Written by members of the SQL Server Analysis Services product team. Nice walkthroughs of using the product to build cubes. Lots of screenshots. (Disclosure: I tech reviewed this book)
Microsoft SQL Server 2008 Analysis Services 2008 Unleashed - Written by other current and former members of the Analysis Services product team. This is a more technical and detailed "internals"-type book.
Expert Cube Development with Microsoft SQL Server 2008 Analysis Services - Written by SQL Server MVPs working deeply in the BI space this book has great practical advice on all aspects of using Analysis Services. This shouldn't be your first Analysis Services book but the advice in here is, as the title says, expert and valuable.
Data Mining with SQL Server 2008 - Data mining is an important part of SQL Server Analysis Services. Written by members of the Analysis Services Data Mining development team.
Smart Business Intelligence Solutions with Microsoft SQL Server 2008 - This book covers Analysis Services but also other products/technologies used to build BI applications like Integrations Services and Reporting Services.
Programming Microsoft SQL Server 2008 - An interesting book, the first half is how to program against the relational side of SQL Server 2008; the second half shows how to program against the BI side of SQL Server.
There might be a few other books on the topic but these are the ones I'm aware of.
-Ron