“A Preliminary Classification Scheme for Information Security Threats, Attacks, and Defenses; A Cause and Effect Model; and Some Analysis Based on That Model” by Fred Cohen, Cynthia Phillips, Laura Painton Swiler, Timothy Gaylor, Patricia Leary, Fran Rupley, Richard Isler and Eli Dart. Sandia National Laboratories, September 1998, all.net/journal/ntb/cause-and-effect.html. This is an excellent article on threat analysis; the lists of types of attackers and types of vulnerabilities are of particular note.
Practical UNIX & Internet Security (2nd Ed.) by Simson Garfinkel and Gene Spafford. Sebastopol, California: O'Reilly & Associates, Inc., 1996. Contains a useful, UNIX-centric section on threat analysis.
“Attack Trees: Modeling security threats” by Bruce Schneier. Dr. Dobb's Journal, December 1999. Available on-line at www.counterpane.com/attacktrees-ddj-ft.html. Schneier's definitive article—useful, straightforward and powerful stuff.