Treasury of David
The Gospel of the Kingdom:Matthew by C.H. Spurgeon
An Exegetical Commentary on Ephesians by Harold Hoehner. Best commentary on Ephesians ever written.
The Gospel According to Jesus by John MacArthur is not a commentary strictly speaking but it was very valuable to me when God awoke me from the 'cheap grace' movement of my early years.
Ditto to Treasury of David by SpurgeonA.W. Pink's An Exposition of Hebrews
The Finished Work of Christ by Francis Schaeffer is a commentary on Romans 1-8, so I guess that's only half a book, but it's a good one!
Also Romans and Ephesians by D.Martyn Lloyd Jones.
"Romans Verse By Verse" by William R. Newell is absolutely wonderful.The two volume Tyndale Old Testament Commentary on the Psalms by Derek Kidner is a good one.Victor P. Hamilton's "Handbook on the Pentateuch" has been invaluable (yes, I know, that's 5 books, but it's one volume and it's a great commentary).
Galatians by Martin Luther
I've enjoyed John Stott's commentary on Romans, and recently have been enjoying a copy of James Haldane's exposition of Galatians reprinted by Particular Baptist Press.
One of the few one book commentaries I took with me to Kuwait was "An Exposition of ROMANS" by Robert Haldane. You can't read one page without giving God glory!
Sermon Series on the Sermon on the Mount by Martin Lloyd-Jones. It's not really a commentary but it is helpful. I've been reading the Commentary on John by A.C. Gaebelein but I only have it in digital format and I prefer reading real, solid books.
It's not really a commentary but John MacArthur's The Truth War (or is it War on Truth) has a wonderful exegesis of Jude.Meghan M Smith
D.Edmond Hiebert - The Epistles of John An Expositional Commentary