There is only one: The Milwaukee Road by Fred Hyde (Hyrail 1990). Everything else does not compare. The photo reproduction is superb and the volume covers the extremities of the Milwaukee system, from Louisville, Kentucky to Portland, Oregon. It's worth every penny you'll pay for it on the used market. There is no equal.
There are also a number of "also ran" publications to choose from. Morning Sun has five "In Color" volumes on the Milwaukee Road as well as a separate Under Milwaukee Wires and two equipment color guides. These are done in the typical Morning Sun style. Coverage is spotty at best and some of the photos are less than technically excellent, but they provide illustrations are are consistently decades older than the Hyde volume. What's better, however, is the two volume "Trackside" set by Jim Boyd from his extensive travels over the Milwaukee system.
The definitive Milwaukee Road history is from Wisconsin's native son, August W. Derleth, and is titled The Milwaukee Road: Its First Hundred Years. It has been published by a couple different printing houses over the years. My paperback copy is from the University of Iowa Press. Also of note is a scathing volume from Thomas H. Ploss, a former Milwaukee Road lawyer, titled The Nation Pays Again. This volume examines the ineptitude of the road's later managers and its eventual demise.
Another option with a familiar title is The Milwaukee Road by Tom Murray, this time part of the MBI Railroad Color History series. This volume couples together a somewhat detailed history text with a good selection of historic images from throughout the road's history, though many photos tend to be from the later era. Also from MBI is a look at the Milwaukee's named Hiawatha trains in a volume by John Gruber.
Kalmbach has released a couple volumes on its hometown railroad over the years. The one I happen to have handy is Milwaukee Road in its Hometown by the famed Jim Scribbins. This is a black-and-white tour of the railroad in the city during the late steam and transition eras. There is also, of course, The Hiawatha Story, originally published in the 1970s, also from Scribbins.
Also on the radar, but not yet on the shelf, is a continuing series from Four Ways West on the Milwaukee Road's motive power starting with F-units and Geeps. Milwaukee passenger service is covered by still more volumes. Four Ways West has one out that's the first in a series. TLC Publishing has a single volume out by noted author Patrick Dorin. Finally, and certainly not least, is Scribbins' recently (2007) republished Hiawatha Story from University of Minnesota Press.
This is by no means meant to be a comprehensive list of books on the Milwaukee Road. I've ignored a good selection from books from Iconografix, Superior Publishing, Signature Press, University of Iowa Press, Milwaukee Road Historical Association, Heimburger House, and many other smaller publishing houses simply due to their lack of inclusion on my shelf. I'm hoping the other Milwaukee Road fans here can step up and talk about the books that cover their favorite road.
mmmmm pie!