MS Press has a bunch of them.  Really.  I just haven't found one for VC
++.  For the other supported languages, the title is "Programming X"
where you replace X with the language you're interested in.  I still
am not fond of VB and am yet to be impressed by C#, but I find these
books adequate at the intermediate level.  Just go to their site (or
to amazon or to chapters) and do a search (specifically for MS
publications on the topic) and you'll find them.

HTH

Ted

Daniel:

You don't say what language, but a good introduction to VC++ (both MFC and .NET)
is Ivor Horton's "Beginning Visual C++ 2005" from Wrox Press. There is a 2008
version also.