This couple have maintained the highest standards in originality and setting and they continue to publish in the Atlantic Monthly. The Random House Puzzlemaker's Handbook by Mel Rosen and Stan Kurzban, published by Times Books in 1995 is an excellent guide to creating and solving cryptics, acrostics and a wide variety of puzzles. More accessible are the puzzles of Thomas Joseph. His collection 100 Clever Crosswords is well worth adding to your collection. Moreover, the witty clues are very amusing.
Clues are in English but the answers are in Latin.
If you want to know the Nine Muses or the Seven Heavens then you will find all you need to know here. Useful lists, such as famous horses or swords in myth and history, in themselves, are interesting reading. Words are divided into categories and grouped according to themes. A powerful tool for searching for synonyms. If you are stuck for a literary source, the name of a character, a play or a novel you could try Benet's Reader's Encyclopedia by William Rose Benet.