Bury, Karl, Statistical Distributions in Engineering, Cambridge Univ. Press, Cambridge, England, 1999. A readable and informative survey of distributions and their properties.
Johnson, Norman, Samuel Kotz, and N. Balakrishnan, Continuous Univariate Distributions, vols. 1-2, Wiley, New York, 1994. These two volumes together present an exhaustive survey of various continuous distributions.
Nelson, Wayne, Applied Life Data Analysis, Wiley, New York, 1982. Gives a comprehensive discussion of distributions and methods that are used in the analysis of lifetime data.
Olkin, Ingram, Cyrus Derman, and Leon Gleser, Probability Models and Applications (2nd ed.), Macmillan, New York, 1994. Good coverage of general properties and specific distributions.