For compact objects the basic references are the following:
S.L. Shapiro, S.A. Teukolsky, 1983: Black Holes, White Dwarfs and Neutron Stars, J. Wiley (New York)
N.K. Glendenning, 2000: Compact Stars, Springer-Verlag, 2nd Edition
M. Camenzind, 2004:
Astrophysics of Compact Objects, Lecture
Notes, LSW (Heidelberg)
Neutron Stars and Black Holes in X-Ray Binaries, Jan van Paradijs
X-ray Properties of Black-Hole Binaries, Remillard, McClintock