The book Linq in Action has received many positive reviews, although it does not address Linq to Entities.
Please give us your thoughts on the books you've read.
In the meanwhile, until a decent book appears, try this: http://weblogs.asp.net/zeeshanhirani/archive/2008/12/05/my-christmas-present-to-the-entity-framework-community.aspx
I've lately been reading an early draft of In Use Entity Framework; although not quite finished, it looks to be heading in the correct direction.
There are a lot of changes coming for the Entity Framework in VS2010/.NET 4.0 at this moment, thus I'm wondering which books address it. I'm not sure whether the aforementioned book will be published in accordance with 3.5 SP1 or 4.0, but it has a higher chance of being current than the current dead trees.
The book LINQ in Use is helpful for comprehending the fundamentals of LINQ, and specifically LINQ-to-SQL.
Understanding how LINQ works at the language level, including query syntax, extension methods, and expression trees, is best done by reading In-Depth C#.
EF... harder to do. One issue is that, as a result of the scene from "Thunderdome", it is probably going to alter quite a deal between now and the next release.