Encyclopedia of the Renaissance. 
This multivolume set offers a “panoramic view” of the Renaissance period. This focuses on the history and culture of the Renaissance, not just the literature (which is why it is located in a different area).
REF CB361 .E52 1999

Shakespeare's World and Work: An Encyclopedia for Students.
Though a little juvenile in presentation, his set gives a good background on daily life during this time period (i.e. costumes, food).  Also try Daily Life Through History for this kind of information.
REF PR2892 .S56 2001

The Oxford Companion to Shakespeare.
Shakespeare’s life, works, plays, homes and haunts, friends, are just some of the themes covered in this volume.  It also covers Shakespeare’s influence on culture such as music, film, TV, and arts. Includes illustrations and photographs.  A great first stop for those studying anything related to Shakespeare.
REF PR2892 .O94 2001

Shakespeare's Names: A New Pronouncing Dictionary.
Are you going to have to read Shakespeare OUT LOUD?  Here’s how to pronounce the names, arranged by play.
REF PR3081 .C65 1999    

The Columbia Dictionary of Quotations from Shakespeare.
Quotes arranged by topic (i.e. age, fairies, love, peace). Also includes indexes for characters, plays, poems, and keywords. REF PR2892 .F48 1998

A Milton Encyclopedia.
9 volumes of scholarly entries on everything you ever needed to know about John Milton!
REF PR3580 .M5 

The Oxford Companion to Chaucer.
Offers a chronology, a map, and entries including children and childhood, imagery, and philosophy. A great place to start.
REF PR1903 .O94 2003 

Chaucer A to Z : the essential reference to his life and works.
REF PR1903 .R67 1999 

Crowell's Handbook of Elizabethan and Stuart Literature.
REF PR19 .R8 1975    

Enlightenment

Encyclopedia of the Enlightenment. 
In-depth essays and a nice list of further readings at the end of each entry.
REF D286 .D5413 2001

Blackwell Companion to the Enlightenment.   
Broad coverage. Brief entries often include bibliographies.
REF CB411 .B57 1992

Victorian

Victorian Britain: An Encyclopedia.  
Broad coverage. The short entries often include bibliographies for further reading/research.
REF DA550 .V53 1988

Encyclopedia of the Victorian Era. 
Provides in-depth coverage of a variety of topics, with nice bibliographies for further reading/research.
REF DA550 .E527 2004

Wellesley Index to Victorian Periodicals, 1824-1900.
Search by publication and year. There is also a section of "bibliographies of contributors."
WCU REF INDEX TABLE

Romanticism

Encyclopedia of Romanticism: Culture in Britain, 1780s-1830s.  
Covers a wide range of historical topics.  Nice place for cultural context of Romantic Literature (Britain only).
REF DA529 .E53 1992 

Encyclopedia of the Romantic Era, 1760-1850.
Covers history and culture of the romantic period, covering "Britain, continental Europe, and the Americas" Many entries on literary figures.
REF NX452.5.R64 E53 2004 

Literary Reviews in British Periodicals, 1789-1797 A Bibliography: With a Supplementary List of General (non-review) Articles on Literary Subjects.
For finding articles like "Which is the Best Poet, Lord Byron or Walter Scott, Esq.?" from the April 1814 issue of the Reasoner.
REF PR442.Z9 W37 1979 

The Romantics Reviewed: Contemporary Reviews of British Romantic Writers.
“Contemporary” meaning the authors' contemporaries (in the Romantic era), not modern.
WCU GENERAL PR590 .R43 

Modernism

Encyclopedia of Literary Modernism
Scholarly descriptions include selected bibliographies.  Topics include EE Cummings, Japan, D.H. Lawrence, and Virginia Woolf.
REF PN56.M54 E53 2003