Notice the carefully-worded title - so no claims to be a definitive list. Please use the 'comments' facility to add any you want to recommend (or argue about the ones that I have). In no particular order ...
Is the future female? by Lynn Segal. In the 1980s, the remains of the women's movement was dominated by the politics of 'radical feminism'. Lynn Segal's book picked the radfems apart, argument by argument, and offered a much more optimistic, and socialist, picture of the future for women's liberation.
Eve and the New Jerusalem by Barbara Taylor. The story of women's involvement in the Owenite movement in the early nineteenth century Britain. The descriptions of women's campaigning activities will (or should!) inspire you, and the tales of the sexist obstacles they faced will (or should) anger you. But this book is probably most useful in the way that it puts socialism and feminism together in the early days of them both.
Marxism and the Oppression of Women: Towards a Unitary Theory by Lise Vogel. A thorough, convincing and successful attempt to apply Marxism to understanding women's oppression. Many feminists have denounced Marxism, and many Marxists have either rubbished feminism or made hapless attempts to analyse women's oppression. This book shows how the two can go together.
You Can't Kill the Spirit: Women in a Welsh Mining Valley by Jill Miller. A wonderful account of women's part in the miners' strike of 1984/85.
Backlash: the Undeclared War against Women by Susan Faludi. In 1986, a Harvard-Yale survey claimed that college-educated women over the age of 29 had less than a 20% chance of getting married (and assumed that this was a bad thing). Although this survey has since been discredited, it started an avalanche. The media loved it, and 'experts' added other, similar claims eg. that 'career' women were lonely, unhappy and infertile; that feminism caused heart disease and hair loss. Faludi's book exposed the backlash and called us to arms against it.
A Century of Women by Sheila Rowbotham. If you are looking for a blow-by-blow account of women in Britain and the US through the twentieth century, this is where to get it.
Socialist Women by Marilyn Boxer and Jean Quateart (eds). A collection of eight essays looking at the experiences of women in various European labour movements in the nineteenth and early twentieth centuries. History - even labour and socialist history - tends to overlook the contribution of women, leaving young women activists short of role models. 'Socialist Women' is one small step to addressing this, and also tackles through its stories the sometimes awkward relationship between sex and class.
Reluctant Feminists: Socialist Women in Imperial Germany, 1885-1917 by Jean Quataert. Or: the greatest socialist feminist story ever told. Clara Zetkin and others built the biggest socialist women's movement ever. And here is how they did it. I don't agree with every dot and comma of Jean Quataert's analysis (I'll blog at some point as to why), but your historical knowledge is incomplete until you read this!
Women and Socialism by August Bebel. OK, so more than a century on from when it was written, I'll admit that it's hard work to read. But this is not a mere book: it is an historical event - the book that awoke the nineteenth century workers' movement to the issue of women's oppression.
Women, Race and Class by Angela Y. Davies. Just finished it, which is probably why it's suddenly shot up into my favourites (not sure I've even read ten yet..)
Antonia Bance gave my blog a welcome plug on hers, and also nominated an addition to the 'favourite feminist books' list - Once a feminist: stories of a generation by Michelene Wandor. Antonia describes it as "a fascinating compilation of interviews with women who attended the first-ever Women’s Liberation Conference at Ruskin College in 1970, though sadly out of print".