Detailed bibliographies are contained in Thompson and Maenchen-Helfen. The following are the sources I found most useful.
Altheim, Franz: Attila und die Hunnen. Verlag für Kunst und Wissenschaft, Baden-Baden, 1951.
Ammianus Marcellinus: The Later Roman Empire, trans. and ed. Walter Hamilton. Penguin, Harmondsworth, 1986 (and later editions).
Ascherson, Neal: Black Sea. Jonathan Cape/Random House, London, 1995.
Bachrach, Bernard: A History of Alans in the West. University of Minnesota Press, Minneapolis, 1973.
Bäuml, Franz and Marianna Birnbaum: Attila: The Man and his Image. Corvina, Budapest, 1993.
Bierbach, Karl: ‘Die letzten Jahre Attilas’. Dissertation, Friedrich-Wilhelms-Universität, Berlin, 1906.
Blockley, R. C. (trans. and ed.): The Fragmentary Classicising Historians of the Later Roman Empire: Eunapius, Olympiodorus, Priscus and Malchus. Francis Cairns, Leeds, 1981–3.
Bóna, István: Das Hunnenreich. Konrad Theiss, Stuttgart, 1991.
Boor, Helmut de: Das Attilabild in Geschichte, Legende und Heroischer Dichtung. Wissenschaftliche Buchgesellschaft, Darmstadt, 1962.
Bury, J. B: The Invasion of Europe by the Barbarians. Macmillan, London, 1928.
Byock, Jesse (trans. and intro.): The Saga of the Volsungs. University of California Press, Berkeley, 1990.
Cameron, Averil: The Mediterranean World in Late Antiquity AD 395–600. Routledge, London, 1993.
Campbell, Duncan: Greek and Roman Siege Machinery 399 BC–AD 363. Osprey, Oxford, 2003.
Cordt, Ernst: ‘Attila: Flagellum Dei, Etzel, Atli’. Unpublished paper. Quaderni dell’Istituto di Filologia Germanica, University of Trieste, 1984.
Daim, Falko et al.: Reitervölker aus dem Osten: Hunnen + Awaren. Burgenländische Landesregierung, Eisenstadt, 1996.
de Guignes, Joseph: Histoire générale des Huns, des Turcs, des Mogols et des autres Tartares occidentaux. Desaint & Saillant, Paris, 1856–8.
Dingwall, Eric John: Artificial Cranial Deformation: A Contribution to the Study of Ethnic Mutilation. John Bale, London, 1931.
Gárdonyi, Géza: Slave of the Huns. Corvina, Budapest, 2000. Trans. from the Hungarian A Láthatatlan ember [The Invisible Man], 1902.
Gibbon, Edward: Decline and Fall of the Roman Empire, mainly vol. 3. 1776–88. Numerous editions.
Gillett, Andrew: Envoys and Political Communication in the Late Antique West, 411–533. Cambridge University Press, Cambridge, 2003.
Gordon, C. D: The Age of Attila. University of Michigan Press, Ann Arbor, 1960, 1966.
Grosvenor, Edwin: Constantinople. London, 1895.
Harries, Jill: Sidonius Apollinaris and the Fall of Rome AD 407–485. Oxford University Press, Oxford, 1994.
Hudiakov, U.S. and D. Tseveendorj: ‘New Finds of Hun Bows in the Altai of the Gobi’, in Journal of the Society of Archer-Antiquaries, 36, 1993. Original in Information of the Siberian Division of the Russian Academy of Sciences. Trans. and with a valuable introduction by George Vitt.
Jordanes: see Mierow.
Kassai, Lajos: Horseback Archery. Püski Kiadó, Budapest, 2002.
Kurinsky, Samuel: ‘The Jews of Aquileia: A Judaic Community Lost to History’. Fact Paper 28, Hebrew History Federation, 2000 (www.hebrewhistory.org).
Macartney, C. [Carlile] A.: Studies on Early Hungarian and Pontic History. Ashgate, Aldershot, 1999.
MacDowall, Simon: Adrianople AD 378. Osprey, Oxford, 2001.
MacDowall, Simon: Germanic Warrior 236–568 AD. Osprey, Oxford, 1996.
Maenchen-Helfen, Otto: The World of the Huns, ed. Max Knight. University of California Press, Berkeley, 1973. An extraordinary labour of love, completed as far as possible from notes after the author’s death by the editor, with a vast bibliography. Also contains a survey of the fifth-century Roman empire by Paul Alexander.
Mierow, Charles (trans. and ed.): The Gothic History of Jordanes. Princeton University Press/Oxford University Press, Princeton and Oxford, 1915.
Muhlberger, Steven: The Fifth Century Chroniclers: Prosper, Hydatius and the Gallic Chronicler of 452. Francis Cairns, Leeds, 1990.
Nicolle, David: Attila and the Nomad Hordes. Osprey, Oxford, 1990.
Nicolle, David: Romano-Byzantine Armies 4th–9th Centuries. Osprey, Oxford, 1992.
Peigné-Delacourt, Achille: Recherches sur le lieu de la bataille d’Attile en 451. Paris, 1860 (Supplément: Troyes, 1866).
Rudenko, S. I.: Die Kultur der Hsiung-Nu und die Hügelgräber von Noin Ula. Trans. from the Russian by Helmut Pollems. Rudolf Habelt, Bonn, 1969.
Selby, Stephen: Chinese Archery. Hong Kong University Press, Hong Kong, 2000.
Sidonius Apollinaris: The Letters of Sidonius. Trans. and ed. O. M. Dalton. Oxford University Press, London, 1915.
Sidonius Apollinaris: Poems and Letters. Trans. W. B. Anderson. Heinemann, London/Harvard University Press, Cambridge, Mass., 1963.
Sinor, Denis (ed.): Cambridge History of Early Inner Asia. Cambridge University Press, Cambridge, 1990.
Sitwell, Nigel: Roman Roads of Europe, Cassell, London, 1981.
Thierry, Amédée: Histoire d’Attila et de ses successeurs. Didier, Paris, 1856.
Thompson, Edward A.: The Visigoths in the Time of Ulfila, Oxford University Press, London, 1966.
Thompson, Edward A.: The Huns, Blackwell, Oxford, 1999. A revised and updated version by Peter Heather of Thompson’s original 1948 edition.
Tomka, Peter: ‘Der Hunnische Fürstenfund von Pannonhalma’, in Acta Archaeologica Academiae Scientiarum Hungaricae 38, 1986.
Trever, Camilla: Excavations in Northern Mongolia (1924–1925). Leningrad, 1932.
Underwood, F. A.: ‘The Hun at the Gate: Kipling’s Obsession with the German Threat’, Kipling Journal 308, December 2003.
Whitby, Michael: Rome at War AD 293–696. Osprey, Oxford, 2002.
Wilcox, Peter: Rome’s Enemies (1): Germanics and Dacians. Osprey, Oxford, 1982.
Yetts, W. Perceval: ‘Discoveries of the Kozlov Expedition’, in The Burlington Magazine, vol. 48, no. 277, April 1926.