Another vote for Jean Huon’s book, which is now out in a much-revised edition but so far only in French, so I’m keeping the English original version to help with translation! Its cover is comprehensive, with lots of obscure and experimental types as well as the usual suspects, and it normally has enough detail for my purposes.
Also for HWS, the bible on US military small-arms ammo.
Kent’s book on ‘German 7.9mm Military Ammunition’, obviously specialised and very detailed.
Labbett’s ‘British Small Arms Ammunition 1864-1938’, lots of detail on loadings of service types and loads of experimentals.
Labbett & Mead’s ‘.303’, hugely detailed with lots of experimental loadings.
Any and all of the series of ammo booklets by Peter Labbett, often in collaboration with Mead or Brown. These focus on British military ammunition and include auto cannon calibres, but the ones I refer to most often are ‘Assault Rifle Ammunition 5.6-11mm’ (international coverage, loads of experimentals) and ‘German Cannon Ammunition 1938-45’, in two volumes, one on 20mm and one on everything else 13-30mm.
To complete your coverage of British .303 ammo, get Tony Edwards’ ‘Headstamps and Markings on .303 inch British Service Ammunition’.
Ken Elk’s very detailed book on Japanese ammo up to 40mm calibre is excellent and now out in a greatly revised and expanded two-part version with colour illustrations (although I’m not sure if Part 2 - 20-40mm - is for sale yet).
Braun’s ‘Handbuch de Fleuzeug Bordwaffen’ covers German aircraft ammo of WW2, by using contemporary data sheets for each loading, including ballistics tables and penetration graphs.
Moving up to bigger stuff, there’s ‘The American Arsenal’ edited by Ian Hogg, subtitled ‘The World War II Official Standard Ordnance Catalog of Small Arms, Tanks, Armored Cars, Artillery, Antiaircraft Guns, Ammunition, Grenades, Mines, etcetera’. This is a compilation of data sheets which is most useful for large calibre ammo 20mm-16 inch.
Hogg’s ‘German Artillery of WW2’ is good because it includes lists of case dimensions of much of the ammo, and the gun entries include details of ammo types. The companion volume on ‘British and American Artillery’ is almost as good, but sadly lacks the lists of case dimensions.
Hogg & Thurston’s ‘British Artillery Weapons and Ammunition 1914-18’ is the classic work on this subject, with lots of ammo pics.
Other large-calibre stuff I refer to includes Robert Hawkinson’s privately published lists of case types 12-7mm - 800mm, and on French ammo 20-40mm ‘Renseignements sur les munitions de petits calibres’, which (as you may have guessed) is a French document but is available in English translation. Then there are the US intelligence reports on Japanese ammo I referred to previously in this thread.
I have loads more, but those are the ones I use most - plus Jane’s Ammunition Handbook for modern military+police ammo from pistols to heavy artillery, obviously! ;-)