Several guide books are available to help you identify moths. There are also some more general books about moths which include details of their biology, natural history etc.
Books about moths
Provisional Atlas of the UK's Macro-moths
Hill, L., Randle, Z., Fox, R.and Parsons, M. (2010) Butterfly Conservation
Up-to-date maps showing the national distribution of all larger moths.
Leverton, R. (2001) Poyser Natural History
Lots of interesting information about moths and how to study them.
Majerus, M. (2002) Collins
Full of fascinating details about moths' biology, ecology and evolution.
The Natural History of Moths
Young, M. (1997) Poyser Natural History
Comprehensive information about moths and their biology and ecology.
The State of Britain's Larger Moths 2013
Fox, R., Parsons, M.S., Chapman, J.W., Woiwod, I.P., Warren, M.S. & Brooks, D.R. (2013) Butterfly Conservation & Rothamsted Research
An up-to-date report on the changing fortunes of our moths.
Moth identification guides
Britain's Day-Flying Moths: A Field Guide to the Day-Flying Moths of Britain and Ireland
Newland, D., Still, R. & Swash, A. (2013). Princetown University Press
Photographic guide of 100 or so day-flying moths found in Britain and Ireland. Includes species descriptions, life history details, flight-times and food-plants.
British Moths and Butterflies: a photographic guide
Manley, C. (2008) A&C Black
Although this does not cover all species, it does include many micro-moths and caterpillars.
British and Irish Moths: an illustrated guide to selected difficult species
Townsend, M.C., Clifton, J. & Goodey, B. (2010) Butterfly Conservation
A guide to 72 species of larger moths that are difficult to identify using features such as wing patterns and require close examination or dissection.
Concise Guide to the Moths of Great Britain and Northern Ireland
Townsend, M., Waring, P. & Lewington, R. (2007) British Wildlife Publishing
An easy-to-use format with all resident and immigrant larger moths described and illustrated in their natural resting positions.
Field Guide to the Micro-moths of Great Britain and Ireland
Sterling, P., Parsons, M. & Lewington, R. (2012) British Wildlife Publishing
Ground-breaking guide to over 1000 micro-moth species, illustrated in their natural resting positions.
Field Guide to the Moths of Great Britain and Ireland
Waring, P., Townsend, M. & Lewington, R. (2009, revised edition) British Wildlife Publishing
Larger version of the Concise Guide (above), with more detailed text.
Field Guide to the Caterpillars of Britain and Europe
Carter, D. & Hargreaves, B. (2001) Collins
The Colour Identification Guide to Moths of the British Isles
Skinner, B. (2009) Apollo Books
A thorough identification guide to the larger moths, all illustrated with their wings spread out.
The Colour Identification Guide to Caterpillars of the British Isles
Porter, J. (1997) Viking
The companion volume to Skinner's Guide to Moths, above.
A checklist of the Lepidoptera of the British Isles
Agassiz, D.J.L., Beaven, S.D. & Heckford, R.J. (2013). Royal Entomological Society.
The latest version of the British lepidoptera checklist. Implements a completely new species code system, adds new species and nomenclature changes.