Java

Advanced Java Game Programming by David Wallace Croft

Java Programming Techniques for 2D, 2.5D, 3D, and Networked Games - http://fivedots.coe.psu.ac.th/~ad/jg/
(O'Reilly asked me to change the title to Java Graphics and Gaming , which is snappier I admit.)

Developing Games in Java by David Brackeen, w/ Bret Barker & Lawrence Vanhelsuwe (ISBN:1592730051) - http://www.brackeen.com/javagamebook/

Java2D

Java3D

Killer Game Programming in Java by Andrew Davison

Pro Java 6 3D Game Development by Andrew Davison

JOGL

Pro Java 6 3D Game Development by Andrew Davison

J2ME

Micro Java Game Development by David Fox & Roman Verhovsek (ISBN:0672323427)

J2ME Game Programming by Martin J. Wells (ISBN:1592001181)