I think I am somewhat the resident archivist for many, many different things around here. It happens that I have not failed anyone on this front either!
I teach a large unit on The Border Wars, which includes bushwackers (my personal favorites), border ruffians, jayhawkers, Bleeding Kansas, John Brown (and his subsequent raid) . I have a decent amount of info. on Bloody Bill Anderson since I live fairly close to Danville MO, where he raided and burned much of the town on Oct 14, 1864. I have photos of the surviving plantation with burnt floor from his raid along with the accounts of the night. As you might know, Anderson participated in Quantrill's raid (he was a lieutenant for him-and in 1864 assumed general command).
Send me an email, and we can talk more about what I have if you'd like. What follows are books I checked out in my search for Bloody Bill....Much also pertains to Quantrill also.
Books helpful for me as a history teacher pertaining to this topic:
Cavaliers of the brush: Quantrill and his men By Michael E. Banasik
Quantrill's war: the life and times of William Clarke Quantrill, 1837-1865 By Duane Schultz
Quantrill and the Border Wars By William Elsey Connelley
The Devil Knows How to Ride: The True Story of William Clarke Quantril and HIs Confederate Raiders By Edward E. Leslie
Bloody Bill Anderson Books
Wildwood Boys: A Novel By James Carlos Blake
Bloody Bill Anderson: the short, savage life of a Civil War guerrilla By Albert E. Castel, Thomas Goodrich