The secondary literature on Tacitus (and Nero) is immense. This short selection is merely intended as a basic reference for a few items of general interest. Those who wish to explore Tacitean bibliography more fully are directed to 1) the surveys published every few years in Classical World (the most recent being 1995); 2) the bibliography in Martin's Tacitus which is representative but good; 3) the ANRW bibliographies listed below; 4) the bibliography in the Kraus/Woodman Latin Historians cited below.
But the most important resource at present is: A. J. Woodman, ed. The Cambridge Companion to Tacitus (Cambridge 2009). This is a collection of articles by leading scholars on all aspects of Tacitus and his work.
* esp. recommended
Vol. II.33.2 of Aufstieg und Niedergang der Römischen Welt (1990) contains several bibliographies of Tacitean material, including two on the Annals and covering material published up to ca. 1986. Other volumes in the II.33 series contain many articles about Tacitus.
Various Classical World bibliographies, generally published every ten years, most recent is 89.2 (1995) 91-168
Furneaux, H., ed. The Annals of Tacitus. 2 vols. Oxford 1896. [still the only complete commentary in English on the Annals. In seminar room.]
Goodyear, F.R.D., ed. The Annals of Tacitus. Cambridge 1972-81. [Covers only Annals 1-2. Two volumes: Vol. 1 (1972), covering Ann. 1.1-54, and Vol. 2 (1981), covering Ann. 1.55-2]
Koestermann, E., ed. Cornelius Tacitus: Annalen, 4 vols. Heidelberg 1963-68. [the most thorough commentary to date for all of the Annals]
Shotter, D.C.A., ed. and trans. Tacitus Annals IV. Aris & Phillips 1989.
Woodman, A.J. and R.H. Martin. The Annals of Tacitus. Book 3. Cambridge 1996 [picking up where Goodyear left off; more thorough than their 'green series' commentary on Book 4 which we're using as our text]
Blackman, D.R. and Betts, G.G. Concordantia Tacitea. A Concordance to Tacitus.. Hildesheim 1986.
Classen, C.J. “Tacitus - Historian between Republic and Principate.” Mnemosyne ser. 4, 41 (1988) 93-116.
Develin, R. “Tacitus and the Techniques of Insidious Suggestion.” Antichthon 17 (1983) 64-95.
Dorey, T.A., ed. Tacitus. London 1969. [collection of essays by various luminaries, the best by K. Wellesley]
*Ginsburg, J. Tradition and theme in the Annals of Tacitus. Salem, New Hampshire1984.
Goodyear, F.R.D. Tacitus. Greece and Rome Surveys 4. Oxford 1970. [a short, very readable introduction to the historian. In the seminar room.]
______________. “Tacitus.” In The Cambridge History of Classical Literature II. Latin Literature, E.J. Kenney and W.V. Clausen, edd., 642-55. Cambridge 1982. [in seminar room]
*Haynes, H. The History of Make-Believe. Tacitus on Imperial Rome. Berkeley 2006.
Henderson, J. “Tacitus/The World in Pieces.” Ramus 18 (1989) 167-210.
*Keitel, E. E. “ ‘Is dying so very terrible?’ The Neronian Annals,’ in A.J. Woodman, ed., The Cambridge Companion to Tacitus, pp. 127-43. Cambridge 2009.
Kraus, Christina Shuttleworth and A.J. Woodman. Latin Historians. New surveys in the classics, no. 27. Oxford 1997. [Woodman's Tacitus article is a good, up-to-date introduction to the historian]
Luce, T.J. “Tacitus.” In Ancient Writers. Greece and Rome II, T.J. Luce, ed., 1003-33. New York 1982.
________ and A.J. Woodman, edd. Tacitus and the Tacitean Tradition. Princeton 1993. [collection of very high quality conference papers]
*Martin, R.H. Tacitus. Berkeley and Los Angeles 1981. [The best general study of Tacitus; clearly written and well-organized.]
Mellor, R. Tacitus. Routledge 1993. [introduction for the general reader]
*O'Gorman, E. Irony and misreading in the Annals of Tacitus. Cambridge 2000.
Plass, P. Wit and the Writing of History. The Rhetoric of Historiography in Imperial Rome. Madison, Wisconsin 1988. [a fascinating book, largely about Tacitus]
*Sailor, D. Writing and Empire in Tacitus. Cambridge 2008.
Syme, R. Tacitus. 2 vols. Oxford 1956. [The best and most authoritative study of the historian. For neither the faint-of-heart nor the casual reader, but worth the effort both as an example of superior scholarship and as a study in Tacitus.
________.. Ten Studies in Tacitus. Oxford 1970. [esp. “The Senator as Historian” and “The Political Opinions of Tacitus”]
*Walker, B. The “Annals” of Tacitus. Manchester 1951. [A cross between Syme and Martin, and still very useful. Chaps. 7, 8, 10 and 11 are particularly good]
*Woodman, A.J. ___________. Tacitus Reviewed. Oxford 1998. [25 years of Woodman’s essays collected in one volume]
Barrett, Anthony A. Agrippina: Sex, Power and Politics in the Early Empire. New Haven: Yale University Press, 1996.
Bowman, Alan K., Edward Champlin, Andrew Lintott., edd. The Cambridge Ancient History X; The Augustan Empire. Cambridge, 1996.
*Bartsch, S. Actors in the audience: theatricality and doublespeak from Nero to Hadrian. Cambridge, MA 1994.
Bergmann, Marianne. Der Koloss Neros, die Domus Aurea und der Mentalitatswandel im Rom der fruhen Kaiserzeit. Mainz: Verlag P. von Zabern, 1994.
*Bowersock, G. W. Fiction as history: Nero to Julian. Berkeley 1994.
Bradley, K. Suetonius’ Life of Nero. An Historical Commentary. Brussels, 1978.
*Champlin, E. Nero. Harvard 2003.
Charles-Picard, G. Augustus and Nero. Translated by L. Ortzen. London 1966.
Cizek, E. Néron, Paris, 1982.
*Elsner. J. and J. Masters, edd. Reflections of Nero. Duckworth 1993.
*Griffin, M. Seneca. A Philosopher in Politics. Oxford 1976.
*_________. Nero. The End of a Dynasty. New Haven 1984 (now published by Routledge).
Grant, M. Nero: Emperor in Revolt. New York, 1970.
Heinz, K. Das Bild Kaiser Neros bei Seneca, Tacitus, Sueton und Cassius Dio. (Diss. Bern) Biel, 1948.
Holland, R. Nero. The Man behind the myth. Stroud: Sutton, 2000.
Jakob-Sonnabend, Waltraud.. Untersuchungen zum Nero-Bild der Spatantike. Hildesheim/New York 1990.
Robichon, J. Néron, ou, La comédie du pouvoir. Paris 1985.
Rudich, V. Political Dissidence under Nero. Routledge 1993.
*_________. Dissidence and literature under Nero: the price of rhetoricization. Routledge, 1997.
Schubert, Christoph. Studien zum Nerobild in der lateinischen Dichtung der Antike. Teubner 1998. [rev. BMCR 99.10.24]
Shotter, D. Nero. Lancaster Pamphlets. Routledge 1997.