If you would like to go beyond the general walking guides here are a few suggestions
Psychogeography by Will Self
A Field Guide to getting Lost by Rebecca Solnit Psychogeography by Merlin . This is a great introduction.
The Lost Art of Walking by Geoff Nicholson
The Natural Navigator by Tristan Gooley
DVDs made by Patrick Keeler such as London, Robinson in Space & Robinson in Ruins.