Impro by Keith Johnstone:
http://books.google.com/books?id=b6V_PwAACAAJ&dq=impro+keith+johnstone&hl=en&ei=8_TeTMHmFMegnwedltzzDw&sa=X&oi=book_result&ct=result&resnum=1&ved=0CCkQ6AEwAA
I’ve read this book again and again over the years, and often wished I had a group of friends to try out more of the exercises with.