Two fictional works come to mind for me immediately. First, Alan Moore's graphic novel
From Hell. Moore takes a theory from
Jack the Ripper: The Final Solution and runs with it, and while the theory is far fetched it makes for a terrific yarn. The story is told from the viewpoint of Jack the Ripper - here an upper class doctor - and is packed full of historical detail (including extensive footnotes) and grim imagery. Opinions vary - someone in a recent reading thread didn't care for it, I believe - but I'm a great fan and recommend it highly.
Second, I'm adore Kim Newman's
Anno Dracula, which is out of print but readily available used. Yes, it's a vampire book, with the setup being that Van Helsing's team failed to kill Dracula, who then went on to become a part of British high society, become consort to Victoria, and popularize vampirism throughout England. In the midst of all this radical reform someone is killing vampire prostitutes in Whitechapel, with the press starting to refer to the killer as Jack the Ripper. Anno Dracula spends a lot of time dealing with the implications of a vampire society, but it also spends a lot of time showing our heroes hunting down the Ripper. Either way, it's one hell of a read and I pimp it in the reading threads every chance I get.
FnordChan, who, alas, can't help with a non-fiction recommendation though he has the notion that Philip Sugden's
Complete History of Jack the Ripper is a good start