Do you know any? Ingame stuff ofc.

"Skyrim's rule" and "The warrior's charge".

A book about their original homeland.

http://www.imperial-library.info/content/pocket-guide-empire-third-edition-yokuda

In Dawnstars, the blacksmith will give you a mini quest to find a book for his Redguards wife. The books has some information about Redguards.

A book about Redguard History and heroes: http://www.imperial-library.info/content/compilation-redguard-history
A more in-detaile one: http://www.imperial-library.info/content/redguards-history-and-heroes
Book about Alik'r: http://www.imperial-library.info/content/alikr
Theres more in the Daggerfall section of game books at the Imperial Library.

@TheXand, @MarkusLiberty Op specifically asked for books in-game in skyrim.

Hmm.. that makes things a bit more difficult.

Exactly, because there are like... two I've already listed.

I thought all the books available from the older series are in the game, I dont mind outside sources, but I have the collection of the skyrim books on my E reader, that makes things easier

Night falls on Sentinel
The Great war also has some info on Hammerfell..

That's all I can think of in game.

They are ingame...