Grimoire is an archaic name for a book of magic. Pronounced "grim-war" (rhymes with guitar, SAMPA [grI'mwAr]). The word (like glamour) is a corruption of grammar, suggesting an origin in a time of widespread illiteracy, when any book could be suspected of containing instructions for magic.
Titles of well known grimoires include the Greater and Lesser Keys of Solomon, the Lemegeton, the Black Pullet, and the Book of the Sacred Magic of Abra-Melin the Mage. These are works of angelology and demonology, typically containing catalogues of celestial and infernal spirits, and instructions for invoking them and compelling them to do the conjuror's will.
Magical tomes are a common feature of fantasy literature and role-playing games. An example of a fictional grimoire is the Necronomicon.
In the religion of Wicca, and less so in Neopaganism, such a book is called a Book of Shadows.
A collection of grimoires: http://www.sacred-texts.com/grim/