I'm searching for equation of state books, with references to neutron star and ultra-dense matter.
Before answering, please see our policy on resource recommendation questions. Please write substantial answers that detail the style, content, and prerequisites of the book, paper or other resource. Explain the nature of the resource so that readers can decide which one is best suited for them rather than relying on the opinions of others. Answers containing only a reference to a book or paper will be removed!
You don't say at what level you are studying this. Before you get stuck into the intricacies of exotic neutron star equations of state you need a good grounding in statistical mechanics and nuclear physics.
A good place to start is the first few chapters of Shapiro & Teukolsky; "White Dwarfs, Neutron Stars and Black Holes" (http://www.amazon.co.uk/Black-Holes-White-Dwarfs-Neutron/dp/0471873160), paying close attention to the sections on the cold equation of state below and above the neutron drip. Get to grips with the ideas behind (i) ideal fermion degeneracy pressure; (ii) the Harrison Wheeler equation of state; (iii) the ideal n,p,e,$\mu$ gas. This is a very authoritative text; I find it not too hard to digest - at least the parts I mention above. However, things have moved on quite a bit since it was published, particularly on the nucleon interactions in dense, many-body systems; the appearance of hyperons; pion/kaon condensation and quark matter. For these I have used a variety of sources:
I found the thesis of Martin Urbanec (2010) an excellent read
It covers Skyrme models, relativistic mean field models, rotating neutrons stars, strange stars, the MIT bag model, and importantly, a comparison of models with observations.
There are several reviews of the topic by John Lattimer; he is very strong on what observations can constrain. A recent, quite substantial one is Lattimer (2013).
An older, but highly cited overview is by Lattimer & Prakash (2001)
Gulminelli (2013) provides a reasonable review of progress in the EOS over the last 20 years.
I found this review by Heiselberg & Hjorth-Jensen (2000) good for a description of the EOS of asymmetric nuclear matter and the possible phase changes at high densities.
Weber et al. (2008) provide a lots of discussion about the exotica - meson condensation, hyperons, quark deconfinement and especially strange matter.
You could also look at some of the literature cited in answers to this related question: Introduction to neutron star physics