Bailey, Harold W., The Culture of the Sakas of Ancient Iranian Khotan, Caravan Books, Delmar, NY, 1982.
Foltz, Richard C., Religions of the Silk Road, St. Martin's Press, New York, 1999.
Gaulier, Simone, Robert Jera-Bezard and Monique Maillard, Buddhism in Afghanistan and Central Asia, E.J. Brill, Leiden, 1976
Harvey, Peter, An Introduction to Buddhism, Cambridge University Press, Cambridge, 1990.
Puri, B.N., Buddhism in Central Asia, Motilal Banarsidass, Delhi, 1987.
Salomon, Richard, Ancient Buddhist Scrolls from Gandhara, The British Library Press, London, 1999.
Snellgrove, David, Indo-Tibetan Buddhism, Serindia Publications, London, 1987.
Stein, M. Aurel, Ancient Khotan, 2 vols., Clarendon Press, Oxford, 1907.
--, Serindia, 5 vols., Clarendon Press, Oxford, 1921.
--, Innermost Asia, 4 vols., Clarendon Press, Oxford, 1928.
Williams, Paul, Mahayana Buddhism, Routedge, London, 1989.
Wriggins, Sally Hovey, Xuanzang, Westview Press, Oxford, 1996.
Wu Ch'eng-en, Arthur Waley (trans.), Monkey, Penguin, London, 1993.
The best site for links to other resources for the study of Buddhism:
www.ciolek.com/WWWVL-Buddhism.html
The website of the Silk Road Foundation:
www.silk-road.com
The website of the Dunhuang Academy (in Chinese):
www.dunhuangcaves.com
A good site for general information on Buddhism:
www.buddhanet.net
Charles Muller's extensive digital dictionary of Buddhist terms:
http://www.acmuller.net/ddb/ddb-intro.htm
The Early Buddhist Manuscripts Project, which studies recently discovered Kharosthi Buddhist manuscripts (see also Ancient Buddhist Scrolls from Gandhara in the book list above):
depts.washington.edu/ebmp/index.html