The Federalist Papers is a collection of articles written by Alexander Hamilton, James Madison and John Jay. The papers explain the original draft of the U.S. Constitution in an effort to convince the state legislators to adopt it as the basis for our Federal government. The articles are often cited to elaborate on the meaning of the Constitution, although the Papers technically do not count as legislative history.
You can buy a cheap paperback edition of The Federalist Papers in most large book stores. In addition, the Library of Congress has posted the Papers on Thomas (http://lcweb2.loc.gov/const/mdbquery.html).