Electronic references:

If you want learn more about the Win32 API or any other thing having
to do with developing and Microsoft I strongly advise you to order an
MSDN subscription. 

Books:

Advanced Windows, Jeffrey Richter
An excellent overview of the new Win32 base apis. He describes virtual 
memory, processes, threads, synchronization, DLLs etc. with such detail
that I grabbed this book many times when I was uncertain about some 
details of the Win32 API.

Windows NT System Services
A confusing name, but this book is a good overview of really 
advanced topics like security, networking, RPC, consoles, etc.

Programming Windows 95, Charles Petzold
Everyone seems to agree that this is the best introduction to 
Windows programming. 

Windows '95 System Programming Secrets, Matt Pietrek
For someone who wants to learn how to make Windows'95 programs this
book is a big waste of money. But if you would like get some knowledge
on how Windows'95 works internally and learn the art of reverse 
engineering it is a masterpiece.
