Jewish New Testament Commentary by David Stern. This is one of the greatest resources! You simply look up the book, chapter and verse, and it gives you any backgrounds information the author deems important. If you don’t buy anything else, buy this one!
Understanding the Difficult Words of Jesus by David Bivin and Roy Blizzard. This short book is as much appendix as it is text, and the appendix is almost more interesting than the book istelf as it gives a binch of examples of how understanding the hebrew ideas underlying the greek text allows you to understand the reality of that is going on in the text.
Jesus the Jewish Theologian by Brad Young. This is an incredible book. It is pretty easy to read even though it takes a very academic apprach to the subject. He not only explores background to the text, but the very jewish theoligical message Jesus was communicating through his ministry.
Jesus Through Middle Eastern Eyes by Kenneth Bailey. This is the newest text on the gospels from one of my favorite background authors. He has lived in the middle east for over fourty years and takes a regional perspective when explaining the text. Brilliant.
Poet and Peasant AND Through Peasant Eyes by Kenneth Bailey. Widely regarded as two of the best background texts ever published are now in one volume. These will blow you away with their insight. I cannot tell you the number of times each month I see references to this work from other scholars. This is a must read for anyone interested in the topic. This has a bit of an academic edge to it.