The Encyclopedia of the Unexplained: Magic, Occultism, and Parapsychology, ed. by Richard Cavendish, McGraw-Hill 1974, 304 pages. This was one of my first books on the subject, and still my favourite. There is a comprehensive coverage of all the subjects and fugures that matter - Alchemy, Blavatsky, Crowley, Druids, Golden Dawn, Parapsychology, Spirituralism, Tarot, Theosophy, Steiner, Wicca, Yoga, etc, although obviously more recent subjects like the proliferation of New Age religions and philosophies haven't been covered. I don't know how the 1990 Penguin edition differs from my 1974 McGraw-Hill edition (shown far left), if it does at all, in any case, both are out of print, which is a shame because this is certaionly one of the better overviews on occultism
I have given Amazon com links to both editions here, although you would have to go to the third party booksellers because Amazon com no longer stocks this book. No-one seems to have reviewed it either, at the time of writing (31 Aug 09). You can also try Abebooks and other sources fpor a copy
Harper's Encyclopedia of Mystical & Paranormal Experience by Rosemary Ellen Guiley (2nd ed. 1994), 682 pages. I have the first edition, which is dated 1991, and which I picked up at a second hand bookshop. It has a huge amount of entries, basically covering the same material and in the same tone as the The Encyclopedia of the Unexplained. There is more material on various gurus and so on, as reflecting the developments in the twenty years since the former book came out. Another distinction is that the whole book is by a single author; Ms Guiley certainly has a vast knowledge of the subject. After each entry there is also a fairly comprehensive list of references. Although I do prefer multi-authored books because of the broadness of subject (with difefrent authors specializing in different topics), it is a very impressive. Unfortunately, as with The Encyclopedia of the Unexplained, the Harper's Encyclopedia of Mystical & Paranormal Experience seems to be likewise out of print.
The New Encyclopedia of the Occult - John Michael Greer, Llewellyn Publications (2003) 576 pages. I haven't seen this book, apart from a few pages available at the Amazon reader. I only discovered it because I saw it linked at one of The Encyclopedia of the Unexplained pages. But from what I have read it seems like a very good book. Unlike the other two volumes on this page, this seems to be very much hard-core occult, with little in the way of New Age, parapsychology, and other such topics usually lumped together under the heading of "occultism" but not actually belonging there (well, it depends on how broad or narrow a definition one uses). To quote from the blurb (for what it's worth):
In his introduction, Greer states that his book is the first written by an "occult practitioner" who has consulted the scholarly texts that have recently been written about the history of occult traditions. This combination has produced a reference work that is sympathetic to the arcane lore but avoids many of the common errors found in occult literature. The volume arranges its 1,500 entries in alphabetical order. Topics include magic, Tarot, astrology, and other forms of divination; magical orders such as the Golden Dawn; biographies of significant individuals; and spiritual movements such as Wicca, Theosophy, and the modern Pagans.
So I'm including this book here on the grounds that it looks like a very worthwhile reference, from what I've seen. Llewellyn of course is a publisher of quality (with no doubt a few not so quality) occult books, not just the usual New Age stuff, which is more intended for mass consumption. Fior example there's Llewellyn's Golden Dawn Series. (e.g. Regardie's Golden Dawn)
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