Jonathan Scott Perry has made important contributions to the study of associations (collegia), particularly in the western part of the Roman empire, and there is a recent book review offered by Torrey Seland on BMCR:

Jonathan S. Perry, The Roman Collegia. The Modern Evolution of an Ancient Concept. Mnemosyne Supplement 277. Leiden: Brill, 2006

(I am fortunate enough to have Scott as a colleague at York at the moment.)

This reminded me of several other association-related book reviews on BMCR which I meant to draw attention to before:

Yulia Ustinova, The Supreme Gods of the Bosporan Kingdom: Celestial Aphrodite and the Most High God. Leiden: Brill, 1999.

Brigitte Le Guen, Les Associations de Technites dionysiaques à l’époque hellénistique. Vol. 1, Corpus documentaire; vol. 2, Synthèse (= Études d’Archéologie Classique XI-XII). Nancy: Association pour la Diffusion de la Recherche sur l’Antiquité (Distribution: De Boccard, Paris), 2001.

Anne-Françoise Jaccottet, Choisir Dionysos. Les associations dionysiaques ou la face cachée du dionysisme. Vol. I: Text; II: Documents. Zürich: Akanthus, 2003.

John Bert Lott, The Neighborhoods of Augustan Rome. Cambridge: Cambridge University Press, 2004.

Quite a while ago my own book was reviewed there:

Philip A. Harland, Associations, Synagogues, and Congregations: Claiming a Place in Ancient Mediterranean Society. Minneapolis: Fortress Press, 2003.

Another recent work on the meeting places of associations which I should have already read, but haven’t, is:
B. Bollmann, Römische Vereinhauser. Untersuchungen zu den Scholae der römischen Berufs-, Kult-, und Augustalen – Kollegien in Italien, Rome 1998.