Just about the six wives of Henry, we have tomes by Alison Weir, Antonia Fraser, and David Starkey. I think Starkey's book goes more in depth than the other two, reprinting in whole letters and documents. Cardinal Wolsey and Catherine's servants get much attention. It is also longer than the other two books. However, Starkey seems very full of himself (read the introduction), and his conclusions are IMO somewhat dubious. I think the best overall book is Antonia Fraser's. It's the most well-written and insightful, and has the right amount of scholarly research but isn't overloaded.
But the best book about Henry's wives is IMO Eric Ives' "Life and Death of Anne Boleyn."
There are so many Tudor biographies out there! There's a good older bio of Mary I, H.M.F. Prescott's "Mary Tudor" aka "The Spanish Tudor," a very sympathetic account.