When writing an essay on a work of literature, you are engaging in literary criticism. Before writing your essay, you may find it helpful to know what previous critics have said about the text you are analyzing: existing critical interpretations can be found in both article and book form: check the links for Articles, Books, and History of Criticism.
Literary criticism does not exist in a vacuum. Every critical analysis of a text depends, whether implicitly or explicitly, on a theory—a theory of language, of history, of genre, or of subjectivity, for example. For identifying and developing your own theoretical approach, or for identifying and understanding the theoretical approach of articles and books you read, it can be useful to know something about literary theory in a broader sense.
There are many additional reference works (i.e. dictionaries, encyclopedias, histories) dealing with literary theory in the Reference section of the Library between PN44 and PN86. Here are a few particularly useful titles:
A Glossary of Contemporary Literary Theory
REF PN44.5.H37 2000
The Columbia Dictionary of Modern Literary and Cultural Criticism
REF PN81.C656 1995t
Encyclopedia of Contemporary Literary Theory: Approaches, Scholars, Terms
REF PN81.E54 1993t
The Cambridge History of Literary Criticism
REF PN86.C27 1989
Because "theory" is a very broad term, of relevance to students in many disciplines besides Literature, you will also find a number of useful books in other parts of the Reference collection, e.g. A Dictionary of Cultural and Critical Theory (REF HM101.D527 1996).
Finally, keep in mind that every call number in the Reference collection corresponds to a call number in the stacks. Thus, it is well worth going up to the fourth floor and browsing through the PN 44 to PN 86 range, where you will find a great many books on literary theory. Some particularly important resources are:
Lentricchia, Frank & Thomas McLaughlin., eds. Critical Terms for Literary Study.
Barry, Peter. Beginning Theory: An Introduction to Literary and Cultural Theory.
Bressler, Charles E. Literary criticism : an introduction to theory and practice.
Contemporary Literary Theory (John Lye, Brock University)
Introductory Guide to Critical Theory (Dino Felluga, Purdue University)