There are three guide books for Shenmue that I know of:
The first is pubished by Prima Guides and is shown below. It is available in the US and the UK. It features a very detailed walkthrough showing you almost everything in the entire game. It shows you all the items, maps, moves and characters, as well a short "Making of" and some other features. Click on the image to enlarge.
The second is pubished by Versus Books and is only available in the US, it is called the "Perfect Guide". Picture below. The features are almost identical to those in the Prima book. You also get a poster and a trading card with the guide.
There is a magazine available in the UK with two covers. One is free from Electronics Boutique (ask at the counter), shown on the right, click image to enlarge; or you can purchase it at newsagents, which has a different cover, shown on the left. The contents are exactly the same and features a very basic walkthough, basic character descriptions and a poster. Quite a bit of the information is wrong and seems to be made using an import copy by someone who doesn't fully understand Japanese. This is published by Paragon Publishing.
Shenmue.com has released information on five Shenmue II guide books. The first was released on August 24th, before the game was released. The second and third on the date of release of the game, 6th Septmember. The final two were released on October 16th. I know little information as I cannot understand Japanese.
