There's always a bible there: Security Analysis. Just like the bible, nobody has read it but everybody thinks they know what's in there. For the quant firms I tend to know people at, it's not very relevant, but it's always there, a big, recognizable lump.
Liar's Poker is always there as well, along with Market Wizards. People have actually read those, they know the stories.
Hull's Options book is there, sometimes Wilmott.
Taleb's Black Swan is always there. Sometimes Dynamic Hedging.
And then there's a whole bunch of books about obscure topics. These are why I go through people's libraries. There'll be some book about copulas or something like that. Information theory, various electrical engineering topics, that kind of thing is useful for inspiration.
But yeah basically there's a library at every place, and they have mostly the same books.