Almost nothing is known of the historical Gorakhnath. His personality was quickly distorted by myth and magical folklore and deified and there are countless legends about him in western and northern India. It seems he was an ascetic yogi who lived sometime around the 9th to 12th century. He established a new synthesis between Pasuhupata Shaivism, Tantra, and the so-called Teachings of the Siddhas. He was closely linked with Vajrayana (Tantric) Buddhism, and is also credited with the authorship of a lost treatise, called simply Hatha Yoga, and with the foundation of the movement of that same name. His teachings also involve the so-called 'Left-Hand path" of Tantra, which involves sexual tantra with a partner, as opposed to simple visualisation (the "right-hand" path). Texts by Goraknatha include the Goraksha Shataka (extant) and the Hatha Yoga (now lost)
Goraknatha and Matsyendranatha founded the sect known as the Goraknathis or the Kanphata Yogis. Kanphata - from Kan = "ear" and phata = "split" - refers to the fact that during the initiation ceremony the ears are split in order to insert enormous earrings. This order still survives today, and is based around Hatha Yoga and the Natha tradition.
Goraksha Paddhati is a commentray on the Goraksha Shataka
Hatha Yoga Pradipika by Swatmarama Swamin (probably 15th century) is based on the Hatha Yoga, and also reproduces a number of stanzas from the Goraksha Shataka , material from the Geranda Samhita (by a Bengali Vaishvanite Hatha Yogi called Geranda), and also employs Madhyamika Buddhist commentary (e.g. the term shunya)
Siddha Siddhanta Paddhati is a text on cosmology and metaphysics as well as yoga
Siddha Siddhanta Paddhati, an abridged on-line translation, with a short but informative introduction, by Mike Maggee (Lokanath Maharaj). From the Tantrik Home Page.
Akshaya Kumar Banerjea, Philosophy of Goraknath (Motilal Banarsidass, Delhi, 1983) Not a direct translation but rather a somewhat a commentary which clarifies the text to large degree, although only giving the writer's own perspective.
Yoga - the Natha Sampradaya
HH Shri Mahendranath Paramahamsha (Dadaji) - a modern-day Nath master
Yoga, Immortality and Freedom
by Mircea Elieda
The Alchemical Body: Siddha Traditions in Medieval India
by David Gordon White