SECOND on Freaks, it's the best movie... even if you don't like old movies.
i haven't read any books on circuses themselves, but did read this one about Cooney Island, in New York, which is the mecca of all things sideshow, amusement, shock (literally, some of the 'amusements' were trap doors in the boardwalk, they'd frequently intentionally drop them for fat women so others could laugh - many rides were known to be extremely unsafe, but people just factored in that risk as a natural part of the fun). it's a social history textbook, but it's picture heavy. it'll mention circus culture and sideshow, but also give you more of a sociocultural context for the American in the Progressive era (1890's - 1930's), what drives us to become fascinated with these things, and such.
i loved that book.
it's one of the few college textbooks i saved.