The Royal Library (or the Stormwind Library) of Stormwind is located inside Stormwind Keep. There is an extensive collection of scrolls, tomes, books, and texts on anything of historical, religious, cultural, or bureaucratic significance here, and adventurers from all races of the Alliance come here to peruse the lore. Milton Sheaf seems to be the head librarian.
After the Second War, the Book of Medivh was stored here for a period. The book was stolen by Ner'zhul's death knights with the aid of agents from Alterac.
In-game books for Well Read: