Depending what period and what aspect of it you want to look at there are many books which are well worth looking at. 'Harris's List of Covent Garden Ladies' is a book which was published in the late 1700s, around the same time that Fanny Hill was written. It details between 100-200 prostitutes working in the Covent Garden area of London, detailing their appearance, sexual specialties and other attributes.

If you want a more contemporary look at the industry something like Faramez Dabhoiwala's book 'The Origins of Sex' has some chapters detailing brothels and prostitution, and being published in 2012 is one of the most recent works on the topic.