Mentioned above was John Caples Tested Advertising methods. John's other two books are just as good if you can find them. i.e. Making Ads Pay and How to Make Your Advertising Make Money.
You can't leave out anything put out by Maxwell Sackheim, and from people like; Claude Hopkins, John E. Kennedy, Albert Lasker, David Ogilvy, Rosser Reeves, Eugene Schwartz.
You can also see some good old copy tips and examples at the National Mail Order Association museum on their web site. nmoa.org
Bob Bly has also written a lot of good books on copywriting.
Books by Bob Bly