Surprised By Suffering by R.C. Sproul
Sproul writes about a wide variety of topics relating to suffering and death, with the first half of the book looking at life leading up to death and the second half looking at life after death.
Suffering and the Sovereignty of God edited by John Piper
A variety of authors contributed to this conference that was turned into a book.
Does Grace Grow Best in Winter? by Ligon Duncan
A short but good book based on lectures.
Christians Get Depressed Too by David Murray
Help for those who struggle with depression.
Tempted and Tried by Russell Moore
Sometimes our suffering is related to temptation.
Polishing God’s Monuments by Jim Andrews
This book intersperses narrative with teaching, experience with theology.