There is also "Writing Compilers in C" by Allen I Holub. It walks you through building a lexer, a parser, and a compiler for a subset of C. Very informative.

-rr

PS: I've also got a book called something like "Creating Compilers For Little Languages". I can't remember who it's by, though. It goes through the process of creating three different little languages, and has the code on a disk.

PPS: I just found a link for it:
Constructing Language Processors for Little Languages
http://www.amazon.com/exec/obidos/ASIN/0471597546