I found a useful thread on whfb.lexicanum when I first started considering this 'project' listing all of the army books, campaign supplements and such released during 6th edition. I'd hung on to most of them, bought a couple back and still need a couple more to fill my last gaps. The whfb.lexicanum page has pictures to avoid confusion with earlier and later releases.
Here's the list. If there's an * then I still need to acquire a copy.
The Warhammer Rulebook
Warhammer: Ravening Hordes - provisional Army lists for 6th Edition.
Warhammer Annual 2003 (6th Edition) - Additional Rules.
Warhammer Chronicles 2003 (6th Edition) - Additional Rules.
Warhammer Chronicles 2004 (6th Edition) - Additional Rules.
The Generals Compendium - Additional Rules. *
Warhammer: Skirmish - Rules for Skirmish level Warhammer. * (I have a pdf.)
Warhammer Armies: Beasts Of Chaos.
Warhammer Armies: Bretonnia *
Warhammer Armies: Dark Elves.
Warhammer Armies: Dwarfs.
Warhammer Armies The Empire.
Warhammer Armies: High Elves.
Warhammer Armies: Hordes Of Chaos.
Warhammer Armies: Kislev (6th Edition) - Army booklet available with White Dwarf.
Warhammer Armies: Lizardmen.
Warhammer Armies: Ogre Kingdoms.
Warhammer Armies: Orcs & Goblins.
Warhammer Armies: Skaven.
Warhammer Armies: Tomb Kings.
Warhammer Armies: Vampire Counts.
Warhammer Armies: Wood Elves.
There was another Dwarfs book released but it was widely considered to be the first 7th edition book.
Campaign Supplements & Books
Warhammer: Shadows over Albion - Campaign booklet.
Warhammer: Storm of Chaos - Campaign book
Warhammer: Lustria - Campaign book. *
Warhammer: Conquest of the New World - Campaign booklet. *