Several additional books can be added to the lists already posted. The first three cover the remaining battles of 1862 and 1865:
Benjamin Cooling, Forts Henry and Donelson – The Key to the Confederate Heartland, 1987.
Kenneth Roe, Perryville: This Grand Havoc of Battle, 2001.
Mark Bradley, Last Stand in the Carolinas: The Battle of Bentonville, 1996.
If you are interested in the AoT cavalry there unfortunately is no modern study of this arm except for the latter part of 1862 in:
Kenneth Hafendorfer, They Died By Twos and Tens: The Confederate Cavalry in the Kentucky Campaign of 1862, 1995.
Horn's book on the AoT does not make much use of archival material and has been superseded by Connelly's two volumes. In addition to Connelly's Army of the Heartland you should pick up his second volume:
Thomas Connelly, Autumn of Glory: The Army of Tennessee, 1862-1865, 1971.
Three volumes are vital in understanding the strategic context of the AoT.
Archer Jones, Confederate Strategy From Shiloh to Vicksburg, 1961.
Jones subsequently expanded on this earlier study in:
Archer Jones and Thomas Connelly, The Politics of Command: Factions and Ideas in Confederate Strategy, 1973.
Another more recent examination of the western command structure is:
Steven Woodward, Jefferson Davis and his Generals: The Failure of Confederate Command in the West, 1990.
Lastly, a good comparison of the background of both the ANV and the AoT is:
Richard McMurray, Two Great Rebel Armies: An Essay in Confederate Military History, 1989.