It's called the Standard Catalog of World Coins by Krause Publications. There are separate volumes for each century, and they are revised annually (for 20th and 21st centuries) or every 2-3 years (for 17th, 18th, and 19th). Basically, they contain all the info you need about all legal tender world coins (circulating or not), along with price estimates for each coin depending on grade. They also list the fineness of all coins with PM content along with the actual gold/silver weight.
I think Amazon or eBay have the best prices. I would recommend a slightly earlier edition since it is much cheaper and prices don't change much in 1-2 years. The latest edition of the 20th century is about $50, while a 2011 book can be had for $25-$30.