The Big Brass Ring. Written with Oja Kodar. Preface by James Pepper. Afterword by Jonathan Rosenbaum. Published by Santa Teresa Press in USA, 1987, in UK (edition pictured) by Black Springs Press in 1991.
Les Bravades. Afterword by Simon Callow. Originally written and illustrated in 1956. Workman Publishing, 1996.
The Cradle Will Rock. Edited and Introduction by James Pepper. Afterword by Jonathan Rosenbaum. Santa Teresa Press, 1994.
Everybody’s Shakespeare. Later Mercury Shakespeare (edition of which pictured). The Todd Press, 1934; Harper, 1941. Three volumes, one for each of three plays: The Merchant of Venice, Macbeth, Twelfth Night. Edited and with introductions by Roger Hill and Welles. Illustrations by Welles.
Une Grosse Légume. Translated by Maurice Bessy. Gallimard, 1953. In French.
Miracle ŕ Hollywood & Ŕ Bon Entendeur. (The Unthinking Lobster & Fair Warning) Translated by Serge Greffet. Une Table Ronde. Paris, 1952.
Moby Dick -- Rehearsed: A Drama in Two Acts. Samuel French, 1965.

Mr. Arkadin. Gallimard, 1954. WH Allen (UK), Crowell (USA), 1956

Granted, this was likely written by Maurice Bessy, but it has Welles' name on it, so it goes here. A novelization of the film, it fleshes out the story and characters a bit more. Nothing spectacular. UK first edition pictured.