I haven't really watched a lot of Heist movies (does Reservoir Dogs count?)
Ones that come to mind:
Oceans 11 (original and Cloonied, along with the sequels) - I've seen bits and pieces.
The Italian Job (again, original and updated)
The Thomas Crown Affair (to continue the theme of remade heist films)


On a more humorous side:
Kelley's Heroes
The Great Muppet Caper

Reverse Heist movie:
Die Hard

In print, I think some of the Saint stories are heist types (though he's more of a con man with a heart of gold.)

for Films
http://en.wikipedia.org/wiki/Category:Heist_films

I did a Google search for "Heist Stories" and Writing and Snacks from June 30, 2008 comes up #2 so I'm guessing there's not a lot of definitive websites on it...

In addition to the movies already listed, I liked the 2001 Mamet movie, brilliantly titled "Heist". It was pretty straightforward with the usual set of reversals and surprises and betrayals. Of course if you hate Mamet you'll hate the movie.

The dictionary def. of "heist" is armed robbery, and I think that's generally followed in film. I can't think of anything in prose! Although I think O'Henry has some similarity in style.

Phil's hit several good ones. Though I'll add The Ladykillers to the list of remade heist movies. Please go with the original; besides, it's hard to pass up Obi Wan as a criminal mastermind.

I'll also recommend

Kubrick's The Killing
Topkapi
A Fish Called Wanda
and of course The Pink Panther

Wikipedia has a page of 'em.

I love Walter Jon Williams's Drake Maijstral novels (about a very elegant licensed thief in a hilarious space opera milieu), which almost always end in a big heist. My favorite is the first one, The Crown Jewels. (Sadly, it's out of print, but Amazon has a bunch of used copies they're available, and the book really is hilarious.)

For an excellent study in how to weave character and caper together, I'd suggest the 1955 version of The Ladykillers. It's sort of the Rube Goldberg of heist films, but a good heist needs an element of that to hold an audience's interest.

Also, both film versions of The Thomas Crown Affair are worth studying (I prefer the original, but the remake has one plot complication that that merits attention).

As for prose, I'm afraid my tastes there run much more into "mystery" than "heist."

A short list:

Thief
Heat

If you'd like to watch one that's absolutely lunatic, try Treasure of the Four Crowns (Sadly only available on VHS, but it was filmed in 3d!)

The Assassination of Jesse James By The Coward Robert Ford is also a heist movie of sorts, though it deconstructs the notion until it's not really recognizable.

I've got DVDs I'd be happy to loan or watch of:

Thief, Heat, the remake of The Thomas Crown Affair, Reservoir Dogs, the original The Italian Job, Jackie Brown, Johnny Handsome and The Wild Bunch. Plus, maybe, others I can't think of.

You're welcome to come over and raid my DVD collection.

Scott Lynch's books are heists wrapped in cons wrapped in capers. And the second one has pirates!

I remember as a child The First Great Train Robbery having an effect on me.

As for print, are you looking for real life stuff, or fictional fiction? For nonfiction, Heist!: The $17 Million Loomis Fargo Theft sounds rather interesting, or perhaps The Encyclopedia of Robberies, Heists, and Capers. As for fiction, nothing comes to mind. The mysteries/crime stuff I read tends to involve murderous murder rather than relieving rich folks of their overpriced antiques. Hmm. Wimbledon Green: The Greatest Comic Book Collector in the World sounds interesting, but I cannot speak to how good it actually is.

The classic, I think, is The Asphalt Jungle (1950). I can't think of very many other pure examples that I thought were much good, but there's big chunks of heist and/or caper in Neuromancer, Three Kings, The Usual Suspects, Wallace & Gromit's The Wrong Trousers and A Fish Called Wanda. The Castle of Cagliostro (anime, 1979) is also definitely worth checking out.

I'll second Heist and Heat. For books, you might try some of the Richard Stark thrillers (crime novels written by Donald Westlake under his Stark pseudonym, which he uses for his more-brutal-than-whimsical stories). The ones about his thief Parker are very heisty (though quite often they follow the template of a thief who gets ripped off by other thieves and tries to get his ill-gotten gains back).

Dear god, I've seen almost every one of these movies. I guess I have a thing for a good heist.

You're getting lots of good recommendations. You might enjoy Score, with DeNiro. Another movie I've got a soft spot for is Hudson Hawk, though we're really moving well into the realm of ridiculous caper comedy there, not serious heist. The Spanish Prisoner is another Mamet film that deals in heist-like theft and deception, though Heist itself is the way to go for core heisting. Queen Latifah has been in not one but two mediocre heist films, Set It Off and Mad Money. The first is better but neither is much good, unless you are like me drawn to all things Latifan and cannot resist. I do like watching women rob banks, though, so I enjoyed Sugar and Spice. Again, light comedy, but banks get robbed.

My favorite capers in print take place in the Modesty Blaise novels, which are my favorite books in the whole world.

Just to muddy the waters further, I'll add a few Cons (which cross over into the Caper/Heist genre).

"The Spanish Prisoner" (also Mamet goodness)
"Snatch"
"Catch me if You Can" (awesome since based on a true story)
The BBC Series "Hustle" (Season 1 is just fantastic)

Nothing to do with your question, but read this:

Squid!
http://www.nsf.gov/discoveries/disc_summ.jsp?cntn_id=111709&govDel=USNSF_1

~Elizabeth Thomas

I'd be loving it to read a Greg heist/con/caper novel or story.

Nobody's mentioned "Sneakers" with Robert Redford and River Phoenix from 1992, which I quite liked: http://www.imdb.com/title/tt0105435/

I like its tagline: "We could tell you what it's about. But then, of course, we'd have to kill you."

I liked the twists of Ocean's 12.

For the elements of manipulation and set-up (and if you don't have anything else to watch that night), you might want to consider the Val Kilmer Saint movie.

As a corollary to Tim's comment, I have to recommend The Hot Rock; the book, not the movie, because although the movie is entertaining you get less detail about the various heists. The plot concerns a group of professional but unlucky fellows who are hired to steal a diamond, and end up having to steal it again, and again, and again. It's written by Westlake under his own name, and it's a classic.

I'm a little late to this party, but I do second (or third or whatever) recommend The Great Train Robbery by Michael Crichton. It reads like non-fiction.

I love heist stories!

Neuromancer is a heist novel.

Movies

Heat - Pacino, DeNiro

Kevin Spacey?

The Usual Suspects, Ordinary Decent Criminal

Others :-

Lock, Stock and two Smoking Barrels


TV

I'll second the tv series Hustle, too.

The Hard Word (Guy Pearce)

Depending on what you like in your armed robberies you have

Some Conan like The Tower of the Elphant.

and the Lankhmar stories at times, too.

The Stainless Steel Rat

I want to do a heist movie. I've done a fair amount of research in the matter.

Many of the films recommended above are good. But if you're like me, and unfortunately, you are, so you want to see these movies, which I am highly recommending:

The Taking of Pelham 123: Walter Matthau vs. Robert Shaw, Martin Balsam, et al., as they hijack a NY subway train for ransom. Features the use of colors instead of character names (Tarantino copied this flick for Res. Dogs). A little known gem.

Rififi: Yes, it's French AND black and white, but sets the template for all heist films (came before Kubrick's The Killing, which I also highly recommend). Here's a good summary:

Tony Stephanois, just out of prison and angry at his girl Mado's infidelity, decides to join his pals Jo and Mario in an ambitious crime. With Italian safe expert Cesar, they meticulously plan the burglary of a large jewelry establishment. Not a word is spoken as the crime is carried out. And then things begin to go wrong...

I think all of act II is just the heist itself.

Sexy Beast: Ghandi (aka Ben Kingsley) goes freaking balls-out nuts in this tale of a safecracker being forced out of retirement for one last job. This is more character stuff than the other two, but there is a job in the movie.

And if you haven't seen it yet, Tarantino's Jackie Brown is considered by some (like Ken) to be QT's BEST movie (I disagree, but it's more straightforward than his other stuff). Based on Elmore Leonard novel.

If you give me more specifics (time period, drama vs. comedy, action vs. character interaction, etc.), I can come up with some more examples. I love heist films, so let me know your faves. But you have enough to start with.

A heist film on my Netflix queue is The Heist, a made-for-TV movie starring Pierce Brosnan. I'm getting it because my softball team coach is in it (abotu seven scenes, he says) as "short goon." A big burly Italian from Chicago? He's not typecast!

I came late to the post, so I don't have any extra movies to add though I have come away with a few to watch. Although Carl Hiaasen is labeled either a mystery novelist, a crime novelist, or a satirist, a lot of his early novels read like caper books to me: I would suggest taking a look at Tourist Season, Double Whammy, and Native Tongue

I love heist/caper stories and can't wait to see what you're doing.

In print try "the Stainless Steel Rat" Science Fiction and Heist.

A film not mentioned is "Hudson Hawk" A Bruce Willis cult. I loved it, MANY hate it.