Freud's The Interpretation of Dreams; Three Essays on the Theory of Sexuality - Freud establishes his theory of the Oedipal Complex in these works.
Shakespeare's Hamlet – Oedipal readings of Hamlet are common (reading Hamlet's desire to kill Claudius as an expression of his sexual desire for his mother, Gertrude). Although this kind of literary criticism is somewhat out of fashion now, there is still an important link between the two plays in the literary canon.
Collections of Greek myths (e.g. Edith Hamilton's Mythologies) will elucidate relationships of various gods and how the Greeks would have conceived of them in the context of the play
Thucydides' History of the...