Some of the sources that I have used to field the game are listed below. I'll be adding more in the near future.
The Armed Forces of World War II by Andrew Mollo, 1987. The best comprehensive single volume that I have seen on WW2 uniforms. A great source for the early war period (about 80 pages just on early war), as well as for any combatant in any theatre of the war. It contains 365 color drawings, many b&w photos, a few color photos, and color plates with uniform rank insignia and patches for all branches of the armed forces of the respective nations. An outstanding source.
Blitzkrieg: Armor Camouflage & Markings, 1939-40 by Steven J. Zaloga. This is a Squadron Signal publication, and is a wonderful source of information to the gamer for vehicle colors from the early campaigns. Extensive text on camo and markings with many b&w photos and color plates mixed in.
Blitzkrieg in the West: Then and Now by Jean Paul Pallud, 1991. An awesome account of the 1940 offensive, with extensive b&w photos from the war and of the same locations today. I found it to be a solid history, inspiring many game scenarios, and an outstanding aid in modeling buildings and battlefields. This is one of my all around favorite books.
Panzer Truppen 1 by Thomas L. Jentz, 1996. An outstanding book addressing the creation, organization, and employment of the German tank force from 1933 to 1942. Includes data on tanks of the era, gun performance, etc. Offers history of each offensive, excerpts from after action reports and evolving TO&Es with many b&w photos.
Tanks of World War 2 by Jean Restayn, 1996. A collection of color plates from Armes Militaria Magazine. Outstanding guide for the miniature vehicle painter. Covers the entire war, all major combatants and all major (and most minor) vehicle types.
AFV Interiors Fantastic photos of various tank interiors
AFV News A source for AFV information, drawings, discussion boards and more.
CHARS ET BLINDES FRANCAIS Information about French armor
France 1940 History, TO&Es and more
JED Military Equipment Directory Directory of equipment listings with photos
92nd Regiment d'Infanterie (1940 French Infantry) Reenactment site
Royal
Dutch Army Order of Battle 1940
The Tank Museum-Bovington Museum visitor info as well as photos and info on the displays
Uniforms of the German Military A spectactular source for painting information.
GD'40: The Battle for Stonne, France 1940 by The Gamers, 1993. Well done tactical game of the German attack on the town. Of particular interest to me was the highly detail topo map of the battlefield, very helpful in creating my miniatures battlefield for French counter-attack at the same town.