Bibliography
- Up From Methodism 1926.
- A Methodist Saint: The Life of Bishop Asbury 1927. A biography of Rev. Francis Asbury
- The Devil of Pei-ling 1927. A novel.
- The Tick of the Clock 1928. A novel.
- The Gangs of New York: An Informal History of the Underworld 1928. Reprinted in original format 1989 Dorset Press; ISBN 0-88029-429-9. Republished in 2001 with a foreword by Jorge Luis Borges.
- Not at Night: A Collection of Weird Tales 1928.
- The Bon Vivant's Companion: Or, How to Mix Drinks 1928. Written by Jerry Thomas, reissue edited by Asbury.
- Carry Nation 1928.
- Ye Olde Fire Laddies Alfred A. Knopf, New York 1930. An informal history of firefighting in New York City.
- The Barbary Coast: An Informal History of the San Francisco Underworld Alfred A. Knopf, New York 1933. ISBN 1-56025-408-4
- All Around the Town: Murder, Scandal, Riot and Mayhem in Old New York 1934. (reissued as a "Sequel to Gangs of New York)
- The Breathless Moment (with Philip van Doren Stern) 1935.
- The French Quarter: An Informal History of the New Orleans Underworld 1936. ISBN 1-56025-494-7
- Sucker's Progress: An Informal History of Gambling in America 1938.
- Gem of the Prairie: An Informal History of the Chicago Underworld 1940. Reissued in 1986 by Northern Illinois University Press with a preface by Perry R. Duis; reissued again as The Gangs of Chicago ISBN 1-56025-454-8
- The Golden Flood: An Informal History of America's First Oil Field Alfred A. Knopf, New York, 1941 (often dated 1942).
- The Great Illusion: An Informal History of Prohibition 1950.
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