After David Grusch's claims about the UAP crash near Magenta, Italy I decided to do a little research. This lead me to Roberto Pinotti's books "UFO Contacts in Italy". They're a chronological collection of UAP sightings and encounters in Italy that he has researched. Most of the entries are written as just the facts and recountings of witnesses, but he occasionally brings in his own thoughts on the events and ties stories together. I often gravitate to collections of encounters or stories, so I really enjoyed these.

Along those lines, "The Field Guide to Extraterrestrials" and "The Field Guide To UFOs" by Patrick Huyghe and Dennis W. Stacy were my go to as a kid. They're not the most substantial, but they're nice illustrated guides to encounters/sightings with descriptions and a brief few pages per event. I believe they're out of print, but I had to plug them just for getting me started on researching the subject.

On the edge of UAP/Non Human Intelligence is John Keel, best known for "The Mothman Prophecies". His book "The Eighth Tower: On Ultraterrestrials and the Superspectrum" is an interesting take on the phenomenon. It suggests potential ways NHI have shaped human culture throughout history. The concept revolves around existence of beings on different spectrums/wavelengths. While not technically extradimensional, it shares a lot of the same ideas. It's a little out there, but there is good research behind his ideas.

And, if you want to focus on science that could lend to the phenomenon, Michio Kaku has some great books on theoretical physics. "Hyperspace: A Scientific Odyssey Through Parallel Universes, Time Warps, and the 10th Dimension" covered space travel, time travel, interdimensional travel, etc. At times I felt a little out of my league reading it, but as a whole it did a great job of making the subject and science accessible.