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The Art of Blizzard Entertainment
While I have a massive library of non-instructional art books I've collected over the years, there's only a handful that are actually important to me. This is one of them - so much so that I jammed my copy into my overstuffed backpack when flying back from my parents' house just so I could have it at my apartment. My back's been sore for a week.
The reason I hold this book in such high esteem is because of how it puts the relatively new field of game art into perspective, showing how concept art really just started off as crude sketches intended to communicate ideas to storytellers, designers and 3D modelers. How all of this focus on beautiful illustrations is really secondary to the core of a concept artist's job. A real eye-opener.