Jon Krakauer's 1997 book Into Thin Air, about his ill-fated 1996 climb of Mt. Everest, is in many ways a companion book to Into the Wild. It continues the story of Krakauer's dangerous mountaineering exploits that are begun in Into the Wild.
Originally published in 1959, Alfred Lansing's book Endurance: Shackleton's Incredible Voyage touches on similar themes as Into the Wild: adventure and survival at the very limits of nature. In Shackleton's case, he survived.
Jack London's books Call of the Wild and White Fang, which heavily influenced McCandless' conception of the wild and of adventure, can provide some insight into his character.
Walden and Civil...