As more information about the Boston bombing suspects unfolds and they apparently were of North Caucasus / Dagestani origin, I thought I'd share a few helpful books about the Caucasus. (I used to live/work along the Dagestani border in Azerbaijan.)
Highlanders is a fascinating take on the hundreds of people groups in the Caucasus region, all with ancient and complex languages and social customs. (Dagestan itself has something like 30 official languages.) Karny travels to various villages in Azerbaijan, Russia, and Georgia to highlight the similarities and differences, telling a few famous legends along the way. This is probably my favorite book because it touches on the lives of the people and their rich cultures and the mystery of where they've come from. I've hiked in places and villages where no American was known to have gone before, and this book has a similar element of uncovering new territory.
Caucasus: A Journey to the Land Between Christianity and Islam. Griffin's book is a good primer on conflict in the Caucasus. He introduces the reader to Imam Shamil, a Daghestani warrior who resisted the Tsar's Russian army for years before eventually selling out.
Chechnya Diary. Thomas Goltz' best work is Azerbaijan Diary, his chronicle of the Azerbaijan-Armenia war of the early 90's. That war hardened him for what he saw in Chechnya, chronicled in this book. This is a quick read and if you like war stories from a front-line perspective, then pick this one up. Some people consider Goltz's style to suffer greatly from PTSD. He does give you insights into the Chechen mentality, chronicling a gradual change in the 1990s in the region from Sufism to Wahabbism.
There are also a few books on the Caucasus dating from the 1800's available on Project Gutenberg, which I have yet to read. George Kennan was a famous American traveler in the region, his stories are always worth reading.
*Update*: Joshua Tucker has this list of academic writings on the Caucasus.