MRD Foot was the official SOE historian, and all of his works are generally well regarded, although you'll want the most recent edition available as some of his earlier output wasn't great. In particular see SOE in France and SOE in the Low Countries. For Norway see Tony Insall's Secret Alliances - steer clear of Charles Cruikshank's SOE in Scandinavia as it's a bit dated and has some straight up factual inaccuracies - Cruikshank also wrote SOE in the Far East. I'm not too sure of the quality of this latter book but there's a less well developed set of work on SOE in Asia so you might have thinner pickings. For Albania see The Wildest Province and for Poland look to Poland Alone by Roderick Bailey and Jonathan Walker respectively. Kate Vigurs has written an excellent book on female SOE agents in France as well, called Mission France, while We Landed by Moonlight covers the RAF pilots who flew missions into France for the SOE.

For biographies of individual agents or key figures see A Woman of No Importance, Spy Princess, The Spy who Loved, Spirit of Resistance: The Life of SOE Agent Harry Peuleve, A Game of Spies or A Life in Secrets: Vera Atkins and the Missing Agents of WWII.

For memoirs see Between Silk and Cyanide, Ill Met by Moonlight or They Fought Alone: The True Story of SOE's Agents in Wartime France. Peter Churchill wrote three books on his experiences, entitled Of Their Own Choice, Duel of Wits, and The Spirit in the Cage.

The National Archives has also published part of the SOE training manual as How to be a Spy: The World War II SOE Training Manual.

In terms of SOE 'legends' then there's a good article by Nigel Perrin on post-war imposters which can be found here.

If you're looking for something a bit less narrative-focused and more grounded in theory then Juliette Pattinson's Behind Enemy Lines: Gender, Passing and the Special Operations Executive in the Second World War is well worth a read.