The Frontiersmen by Allan W. Eckert is not strictly about Appalachia, but rather the push to explore and settle west of the mountains in the mid 1700s.

It deals largely with Simon Kenton as well as some other major players.

It's definitely a good read and gives you a good idea of how "unknown" the regions to the west were to your average colonist.

'Born Fighting' By author/senator/certified badass Jim Webb isn't, strictly speaking, about the history of Appalachia, but it covers the development of Appalachia in decent detail.

http://www.amazon.com/Born-Fighting-Scots-Irish-Shaped-America/dp/0767916891

The First American Frontier, by Wilma Dunaway is really interesting and meticulously researched. Her legwork for this book allows for much of our current understanding of preindustrial Appalachia. Also look at A History of Appalachia by Richard Drake.