Here are some books we have been using in our literacy blocks. Keep in mind that it's a short list, geared toward first grade.
The Waldorf Alphabet Book by Famke Zonneveld
L M N O P and All the Letters A to Z by Howard Schrager
The Wise Enchanter: A Journey Through the Alphabet by Shelley Davidow
Early Readers by Shelley Davidow
BOB Books (not really Waldorf, but they have been fantastic for my daughter's reading) This link is just for the first set.