The canonical reference for all aspects of the x86 architecture can be found in the Intel Processor Manuals. The register documentation is a bit spread out, but you can find them in:
- Volume 1 - General purpose registers in section 3.4; FPU registers in 8.1.2; MMX registers in 9.2.2; SSE registers in 10.2.2, 10.2.3
- Volume 3A - System Registers (2.1.6); see also cross-references from that section.