Appel's _Modern Compiler Implementation in ML_ is a good overview. It uses SML, but I've only used OCaml and haven't had any problems following it.
_Essentials of Programming Languages_ (EoPL) is a great book about writing interpreters in Scheme, and the last chapter shows how to turn an interpreter into a continuation-based compiler. (It's in the first edition, I heard it was cut from the second and third as too advanced.)
Some people will recommend the Dragon book (_Compilers: Principles, Techniques, and Tools_ by Aho, et. al), which is great, if you want a dry book about writing a pre-modern language with clunky, old tools.
As a sweeping generalization, compiler books using Lisp, ML, and other languages with good support for symbolic computation get into more interesting material, because compiler books using e.g. C tend to spend a good chunk of the book on parsing and other issues that can be avoided entirely by working directly on trees in Lisp/ML/Prolog/etc.