I’ve save the first of Robert Richardson’s trio of outstanding biographies for last: Henry Thoreau: A Life of the Mind. I would highly recommend William James: In the Maelstrom of American Modernism and Emerson: The Mind on Fire.
The publisher’s description: “The two years Thoreau spent at Walden Pond and the night he spent in the Concord jail are among the most familiar features of the American intellectual landscape. In this new biography, based on a reexamination of Thoreau’s manuscripts and on a retracing of his trips, Robert Richardson offers a view of Thoreau’s life and achievement in their full nineteenth century context.”