Appleby, David P. 1988. Heitor Villa-Lobos: a bio-bibliography. Bio-bibliographies in music, no. 9. New York: Greenwood Press.
This important work helps to nail down the most important music of Villa-Lobos. In setting out 567 separate works, Appleby fixes many of the errors in Villa-Lobos: Sua Obra from the Museu Villa-Lobos. Appleby assigns a "W" number to each of these works or work versions, thereby becoming Villa-Lobos's Köchel.
Besides the list of works, the book includes a short and sweet Biography (which Appleby expands on in his biography of 2002), a Discography, and a Bibliography.
Unfortunately, this book is out of print, and likely to cost a lot if you can track it down in a used bookstore or online. There is a Kindle edition, though it's pretty expensive as well.