Matilda of Scotland

Matilda's main historian is an American academic called Lois Huneycutt who has written a lot of articles on her, and one full length biography called Matilda of Scotland: A Study in Medieval Queenship.  I read this a lot at university, its a fabulous book for fans of queenship BUT unfortunately it's impossible to find at a reasonable price.  If you see it at a local university library though do get it, it's a great read.

For more on her husband Henry I, there are two excellent full length biographies of him:  Henry I by the late C. Warren Hollister, and Judith Green's Henry I: King of England and Duke of Normandy. Both are comprehensive and full of great history, I personally prefer Judith's Green book, mainly because it's a lot shorter!

If your interest was piqued on William Rufus then you can't go wrong with Frank Barlow's biography William Rufus.  Like Hollister's book on Henry I it's part of the Yale English Monarchs series, and he does a great job of getting under the skin of this fascinating character.

I'd also recommend again Aird's book on Robert Curthose as he figures very highly in her story.  For Archbisbop Anselm there is R.W. Southern's Anselm and His Biographer but it isn't the most accessible of works.  All the surviving letters exchanged between Matilda and Anselm are collated in The Letters of Saint Anselm of Canterbury by Walter Frolich.  For Edward the Exile I'd recommend Gabrial Ronay's The lost King of England : the East European adventures of Edward the Exile.

In terms of primary sources, William of Malmesbury and Orderic Vitalis are the two crucial ones again.  To them I'd add Eadmer's Vita Anselmi and Historia Novorum which focus largely on Anselm's role in events.  Finally, Turgot of Durham's work Life of St Margaret which was commissioned by Matilda herself is a really good source for her upbringing.