A number of books have been written about Wallace and they are listed below. I highly recommend the one by Peter Raby as it is well researched and beautifully written. Also very good is Wallace's autobiography My Life, which is available for download in the "Literature downloads" section on the left of the page.
Bryant, William. 2003. Naturalist in the River: The Life and Early Writings of Alfred Russel Wallace. iUniverse.com. 180 pp.
Bryant, William. 2006. The Birds of Paradise: Alfred Russel Wallace: a Life. iUniverse.com. 280 pp.
Clements, Harry. 1983. Alfred Russel Wallace: Biologist and Social Reformer. London: Hutchinson. 215 pp.
Fichman, Martin. 1981. Alfred Russel Wallace. Boston: Twayne Publishers. 188 pp.
Fichman, Martin. 2003. An Elusive Victorian: The Evolution of Alfred Russel Wallace. Chicago & London: University of Chicago Press. 382 pp.
Focher, Federico. 2006. L' Uomo che Gettò nel Panico Darwin: La Vita e le Scoperte di Alfred Russel Wallace. Torino: Bollati Boringhieri. 242 pp.
Fonfría, José. 2003. El Explorador de la Evolución: Wallace. Tres Cantos, España: Nivola. 312 pp.
George, Wilma. 1964. Biologist Philosopher; A Study of the Life and Writings of Alfred Russel Wallace. London: Abelard-Schuman. 320 pp.
Hogben, Lancelot T. 1918. Alfred Russel Wallace, The Story of a Great Discoverer. London: Society for Promoting Christian Knowledge (Pioneers of Progress Men of Science series). 64 pp.
Hughes, R. Elwyn. 1997. Alfred Russel Wallace: Gwyddonydd Anwyddonol. Caerdydd: Gwasg Prifysgol Cymru. 208 pp.
Knapp, Sandra. 1999. Footsteps in the Forest: Alfred Russel Wallace in the Amazon. London: Natural History Museum. 90 pp.
Marchant, James. 1916. Alfred Russel Wallace: Letters and Reminiscences. London: Cassell. 2 vols.
Raby, Peter. 2001. Alfred Russel Wallace, A Life. Princeton NJ: Princeton University Press; London: Chatto & Windus. 340 pp.
Shermer, Michael. 2002. In Darwin's Shadow: The Life and Science of Alfred Russel Wallace: A Biographical Study on the Psychology of History. New York: Oxford University Press. 422 pp.
Slotten, Ross A. 2004. The Heretic in Darwin's Court: The Life of Alfred Russel Wallace. New York: Columbia University Press. 602 pp.
Williams-Ellis, Amabel. 1966. Darwin's Moon: A Biography of Alfred Russel Wallace. London & Glasgow: Blackie. 261 pp.
Wilson, John G. 2000. The Forgotten Naturalist: In Search of Alfred Russel Wallace. Melbourne: Australia Scholarly Publishing. 263 pp.