I don't know if this is the very first book wholly dedicated to hauntology (there's been a couple of tomes from A Year in the Country that cover that terrain where it particularly overlaps with the pastoral horror / rural uncanny). But Hauntology: Ghosts of Futures Past is a notably thorough and probing survey of the field from the marvelously monikered Merlin Coverley (and that's his birthname, not an assumed alias), whose prior works include the adjacently-themed Psychogeography and Occult London. Mark Fisher comes up rather often (and yours truly makes the odd appearance too) along with expected suspects like J. Derrida and M.R. James.
"Ghosts and spectres, the eerie and the occult. Why is contemporary culture so preoccupied by the supernatural, so captivated by the revenants of an earlier age, so haunted? The concept of Hauntology has evolved since first emerging in the 1990s, and has now entered the cultural mainstream as a shorthand for our new-found obsession with the recent past. But where does this term come from and what exactly does it mean? This book seeks to answer these questions by examining the history of our fascination with the uncanny from the golden age of the Victorian ghost story to the present day... Moving between the literary and the theoretical, the visual and the political, Hauntology explores our nostalgia for the cultural artefacts of a past from which we seem unable to break free."
More information about Hauntology: Ghosts of Futures Past can be found at the Oldcastle Books website. You can check out the introduction in pdf form here.
The front cover photograph of long shadows gave me a little haunty shiver as it recalled "Ghosts of NYC": a family self-portrait we took in the golden hour of the day before we left Manhattan and moved to Los Angeles, about ten and a half years ago now.