Possibly the best book written on Improvisational Comedy by Keith Johnstone. Indispensable, especially if you are taking one of the classes offered by Unexpected Productions in Seattle.

In the United States, improvisation (in the theatre) is often abbreviated as improv. In the United Kingdom, the word is abbreviated to impro.

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Not a book on improvisational comedy, but on improvisation in the theatre, by theatre professor and playwright Keith Johnstone. The book is Johnstone's memoir of his time in the British educational system, and later as a theatre teacher, describing the nature of creativity and creative blocks, rather than a list of exercises or games.
Some basic points of the book:

• that our spontaneity has atrophied or been scared out of us;
• that theatrical improvisation depends on the creation of narrative, not comedy;
• that truth in theatre depends on the re-creation of human patterns of dominance and submission, which he calls "status;"
• the use of masks to create trance states can bypass social inhibitions.

Along with Viola Spolin's Improvisation for the Theatre, one of the standard tomes used by American (and international) improv troupes to teach improvisation theory.