As I complete final revisions on my soon-to-be-released novel, The Ban of Irsisri, and continue outlining a sequel, I'm spending a great deal of time making sure my world-building is internally consistent. Many people have pointed out that world-building for scifi and fantasy stories is a herculean task. Not can be, but is. Virtually every other genre of novel out there has its world-building already done - at worst, an author may have to spend some time researching a location or time period or the customs and culture of a faraway people. But they don't have to come up with something completely new that makes sense and doesn't contradict itself!
I recently wrote about atlases constructed for imaginary worlds. The importance of geography and cartography can not be overstated. One need only study Tolkien's work to see how a carefully-thought-out body of world-building knowledge can inform and enrich the experience of viewing a new world for the first time. Tolkien developed a history for the peoples of Middle Earth, their mythologies, and their languages. Though some have questioned the robustness of the geographies he created, Tolkien nevertheless successfully established his famous stories in a world whose details supported those stories. I was not only exposed to Tolkien's world-building at a vulnerable age, but that of Robert E. Howard as well. Though many other authors contributing to the Conan canon provided input to building the world in which Conan traveled and fought and wenched, Howard gave us the Hyborian Age. The reason the Hyborian age succeeded so well is because it was deliberately constructed to remind us of the ancient history and geography of a world (our world) we already know so well.
History and culture and geography are key components of world-building, but other components include language, flora and fauna, systems of magic, and monsters. Two books that address components like this are
David J. Peterson's The Art of Language Invention: From Horse-Lords to Dark Elves, the Words Behind World-Building. This book is linguistically technical, but the author uses humor and wit to smooth the way. Peterson was responsible for Dothraki linguistics for Game of Thrones.
Philip Athans' Writing Monsters: How to Craft Believably Terrifying Creatures to Enhance Your Horror, Fantasy, and Science Fiction. Developing living, breathing monsters that are original is a harder task than one might think. This work provides a great deal of input on just how one goes about creating the ugly and fearsome.
Fortunately for fantasy authors there are also books describing extensive world-building that spans whole series of novels, as in these reference works sitting on my shelves:
The Wheel of Time Companion: The People, Places, and History of the Bestselling Series, edited by Harriet McDougal et al., clocks in at 815 pages. The book jacket says the Companion includes entries for each named character, a dictionary of the Old Tongue, maps of the Last Battle, histories and customs of the nations of the world, the strength level of many channelers, and descriptions of unique flora and fauna. This reference work is organized in a simple A-to-Z fashion.
Robin Furth's Stephen King's The Dark Tower: The Complete Concordance: Revised and Updated, is almost 700 pages long, and includes "Characters and Genealogies," "Magical Objects and Forces," "Mid-World and Our World Places," "Portals and Magical Places," "Mid-, End-, and Our World Maps," "Timeline for the Dark Tower Series," "Mid-World Dialects," "Mid-World Rhymes, Songs, and Prayers," "Political and Cultural References," and "References to Stephen King's Own Work." As a concordance, Furth's volume provides book number and page number references for each entry. Despite being comprehensive and detailed, I found this concordance a bit difficult to use whenever I needed to look something up.