• “Programming in Objective-C” by Stephen Kochan. Amazon
• “The iPhone Developer’s Cookbook: Building Applications with the iPhone SDK” by Erica Sadun. Amazon
• “Cocoa Programming for Mac OS X (3rd Edition)” by Aaron Hillegass. Amazon
• “OpenGL ES Common/Common-Lite Profile Specification – Difference specification”. |PDF

All are available as e-books, the Hillegas book is probably least useful for iPhone development (and it’s also the most expensive).

(requires login to the Apple Developer site)

• Start with Learning Objective-C: A Primer
• Then carry on with the The Objective-C 2.0 Programming Language
• And on to the specific iPhone stuff.
• A little more advanced, but also recomended Memory Management Programming Guide

• Monacle Studios introduction to Cocos2D. Features some basic instruction on use of Scenes, layers and the Shared Director.[Cocos2d]
• Irrational Exuberance notes on Cocos2D. Features a good breakdown of basic features, and some handy boilerplate to use in your code [Cocos2d]
• cocos2d: propagating touch events Updated info on using touch events in v0.6 [Cocos2d]
• Irrational Exuberance on Touch detection Features sample code to help explain how to use touch detection. [Cocos2d]
• Stanford University iPhone programming lessons. Course notes from Stanford university on iPhone programming. Goes into great detail.
• Sapus Media’s articles on cocos2d Serveral articles that explains how to use the new features of cocos2d.
• How to reference cocos2d instead of copying it into your project. Tutorial showing how one (or more) Xcode projects can simply “reference” a shared instance of the cocos2d project instead of copying the code. Keeps things modular, reusable, and easy to upgrade/downgrade to other versions of cocos2d by changing a single Xcode environment variable.
• Optimizing Objective-C code For when you want to drain the last ounce of performance from the iPhone.
• Getting started with cocos2d Covers getting Cocos2d setup, engine basics (sprites, Chipmunk, particles)

Consider first closely following the Monacle Studios tutorial, then closely examining the included examples (test directory) in the cocos2d-iphone documentation. These third party documents are not the responsibility of the cocos2d people, but are provided by the wider community to help pass the knowledge on.