Honorable mentions:
1. The 1e DMG, for reasons detailed by others above. My best friend suggested reading it cover to cover as a rite of passage, and I've never regretted it, nor encountered a subsequent DMG I've liked even half as much.
2. The Ultimate Powers Book for Marvel FASERIP. The best supplement for a great system, formative for me in the genre. I still look to it whenever I consider a supers game.
3. While I'm sure it technically breaks the rules, Dragon magazine, particularly from the mid 80s to the mid 90s. That periodical defined the hobby for me, and there's nothing in gaming's past I miss more.
4. The Fourth edition corebook for Legend of the Five Rings (the last edition published by AEG). The ultimate, most comprehensive take on my favorite RPG franchise of the 90s-early oughts that isn't D&D.
5. Just to get a more recent book in there, the Level Up Adventurer's Guide. It keeps everything I like about 5e and adds so much more to suit my preferences, and acts as an excellent base for my own homebrew; I just love it.
There are other real favorites too, some mentioned above by other posters, some a little more controversial, but that's a good sampling.