Of course the Burns documentary has some great stuff.
There was an old audio book called Voices from the Great Black Baseball Leagues that I listened to long ago...it had interviews with several players, I remember Dave Malarcher best...I think it is now a book.
I might also suggest if you have any interest at all in table top gaming,
APBA has just rereleased the Negro League Great Teams series...The original is quite rare and pricey. It is great fun. I'll be rolling a few games on vacation.