SQL's window functions are such a huge topic that some see them as a DSL inside SQL itself.
You can do amazing things in sql without window functions, but when you need sophisticated rankings, or sorting subgroups, or you feel you are struggling with `group by + having + order by`, window functions are usually the answer.
To me, Bruce Momjian's talk about window functions has been my default resource whenever I need a refresher.
But today I found a teaser of a book on window functions that's coming that looks very very good. I'll keep an eye on this page. Also, the pic is from that site, so it deserves a link from my high-traffic blog (you're welcome).
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