Awhile ago I linked to archive.org's scanned century-old books about Korea. More have been added since then.
Korea and her neighbors; a narrative of travel, with an account of the recent vicissitudes and present position of the country - Bird, Isabella, 1898.
Every-day life in Korea - Gifford, Daniel L, 1898.
A chronological index; some of the chief events in the foreign intercourse of Korea from the beginning of the Christian era to the twentieth century - Allen, Horace Newton, 1901.
Korea - Hamilton, A. (Angus), 1904.
The history of Korea (Volume 1) (Volume 2) - Hulbert, Homer B., 1905.
The Tragedy of Korea - McKenzie, Frederick Arthur, 1908
Korea : its history, its people, and its commerce - Hamilton, A. (Angus), Austin, Herbert H. ; Terauchi, Masatake, Count, 1910
The Korean conspiracy trial; full report of the proceedings 1912
Seoul, Capital of Korea, Japan- the country, Japan- the cities - Holmes, Burton, 1917.
Economic outlines of Chosen and Manchuria - Choson Ginko 1918
My voyage in Korea - Eissler, M, 1918.
The mastery of the Far East; the story of Korea's transformation and Japan's rise to supremacy in the Orient - Brown, Arthur Judson, 1919.
The rebirth of Korea : the reawakening of the people, its causes, and the outlook - Cynn, Hugh Heung-wo, 1921
First fruits in Korea; a story of church beginnings in the Far East - Clark, Charles Allen, 1921.
China, Japan and Korea - Bland, J. O. P. (John Otway Percy), 1921.
One of the prizes there is Frederick Mckenzie's The Tragedy of Korea, which details, especially, post-Russo-Japanese War Korea, specifically the Uibyeong uprising and the suppression of the press. Excerpts of his previous book, The Unveiled East, about Japan's postwar policy towards Korea and Manchuria, can be found here. You'll be hearing more about McKenzie in the coming weeks.
Also of interest are Angus Hamilton's books about Korea (the man himself did not long outlive the last book, published in 1910) and the book about the 1912 Korean conspiracy trial.