Louis Ginzberg's The Legends of the Jews (1909) assembles and retells Jewish legends. Scroll down for some on the Queen of Sheba.
1901-1906 Jewish Encyclopedia entry by Joseph Jacobs and Ludwig Blau, covering the queen in the Bible, Abyssinian legends, the Koran and Jewish legends. As usual, the JE is the best general scholarly resource online, which has as much to do with the lack of good scholarship online as the work itself, which is somewhat dated.
Jewish Antiquities 8.6.2 and 8.6.5, translated by William Whiston. Josephus' sort description appears entirely based on 1 Kings, except that he
names the Queen, calling her "Nicaule."
The Kebra Nagast translated by E. A. Wallis Budge (1931), the central text for the Ethiopian legends of "Makeda," the Queen of Sheba.
A PDF version of Budge's translation, with footnotes and etc.
The Story of the Queen of Sheba, "Understanding the Legend: Healing, Remembering Who We Are" by Miri Hunter Haruach, a feminist take on the Ethiopian stories, from Awakened Woman (February 20, 2000).
BBC: The Story of Africa has a page on Christianity with a subsection on the Ethiopian Sheba story, including two interesting bits of audio, a dramatization of part of the Kebra Negast and a tour of the palace of the Queen of Sheba.
Amazon. A Modern Translation of the Kebra Nagast (The Glory of Kings) by Miguel F. Brooks.
Excerpt from the introduction.
Ethiopian guide, Tesfay Berhane, tours Axum and the Queen of Sheba's Palace from BBC: The Story of Africa. Berhane is engaging and enthusiastic in his commitment to the legend.
Demonizing the Queen of Sheba
Amazon. Demonizing the Queen of Sheba: Boundaries of Gender and Culture in Postbiblical Judaism and Medieval Islam by Jacob Lassner, also in hardcover. Chicago UP blurb, with index.
"In this book, Jacob Lassner shows how successive retellings of the biblical story reveal anxieties about gender and illuminate the processes of cultural transmission."
Reviewed by Daniel Martin Varisco, Yemen Update (1994).
"Lassner provides a balanced, stimulating and provocative reading of a too-well-known story."