Yeah, two of them, actually. Although I guess we can all wish they were a little crazier, or that there was more craziness to go around, because, sadly for us, the lists don't cover all Transformers items ever released anywhere for all time. Nobody out there is sufficiently demented, I guess. Still, there's pretty good coverage. Way better than we have any right to expect from people: There's the perennial, original Transformers Artifacts List by Raksha which covers G1, G2, and BW2, and the Beast Wars Through Car Robots Artifacts List by Richard "ViceGrip X" Mistron which covers BW, BW2, BWN, BM, and CR. Richard's list was once called the "Beast Wars and Beyond" list when it was intended to be perpetual, but he has since come to his senses and decided not to cover the newer series. (It was a good time to quit, since Armada had more merchandise than any TF series since G1.)
Oh, you may be wondering what exactly an "artifact" is. Basically, it's any piece of branded merchandise besides the actual Transformers toys themselves. Artifacts include goodies like coloring books, sleeping bags, figurines, and pencil sets, as well as more obvious merchandise like comic books and video games.
First thing to keep in mind is that there is an enormous amount of Transformers stuff to keep track of, and no single book could possibly be "complete". So the appropriate book(s) for you will depend on what you want to get out of them.
Probably the best all-around option is Transformers: The Ultimate Guide released by DK as part of their popular "Ultimate Guide" series, and written by Simon Furman. This book discusses toys and fiction for TFs from G1 through Energon. It is beautifully produced, full of wonderful illustrations (most previously published in various places, but some are new for the book), and a fun, easy read. It has photos of selected toys along with their tech specs and bios. It has summaries of key cartoon episodes and comic issues. It has background information about Cybertron and on Transformer society and technology. If you want a summary of the first twenty years of all Transformerdom, this is the book for you.
In 2003, Dreamwave began publishing an all-new series of profile books called More Than Meets The Eye which are much like Marvel's old Transformers Universe series. MTMTE spanned all of G1 and thus encompassed hundreds of characters (they even wrote individual profiles for each Micromaster, despite the toys having come with group profiles for their whole squad). The profiles are for the Dreamwave TF continuity, so there are some differences from the original material, but DW continuity is pretty heavily based on the G1 cartoon. The eighth and final issue of MTMTE was a more general guide to the TF universe with extensive background on Cybertronian history, technology, and sociology. Dreamwave followed this series in 2004 with an Armada profile series, More Than Meets The Eye: Transformers Armada, and intended -- before going out of business -- to release MTMTE guides for other TF lines as well. The G1 series was collected into two TPB volumes, and the Armada series into one.
Doing for the toys what Dreamwave did for the characters is a series of guides from Antarctic Press called Cybertronian: The Unofficial Transformers Recognition Guide. One of the reasons this guide is popular among fans is that so much of the material was produced by fans (many of them pretty well-known, too). Production on these seems to have stopped, but seven issues were released, each representing one or two years worth of toys. Issue seven covered years one and two of Beast Wars, as well as Machine Wars (and the convention exclusive toys that had been released in the period covered by that issue). Each toy in Cybertronian has its own entry (usually a full page, sometimes less, sometimes more) with clear, large photos of the toy in all modes as well as all of its accessories. The toy's tech specs and bio are also included, as well as trivia about the toy itself or comments on the design elements implemented in it. Each issue also had a section containing summaries of cartoon episodes and/or comic issues from the same period of time. Lastly, each issue had beautiful original art on the front and back covers, including some work from widely-known artists like as Hirofumi Ichikawa and Matt "Jackpot" Kuphaldt. The main portion of the guide was written and edited by Harold Tietjens and Doug Dlin at Antarctic Press. Cartoon and comic summaries were condensed from the work of fans Rik "Silverbolt" Bakke and Robert Jung. There are two side-projects aside from the main guides: An "Index" volume with thumbnail photos of every US-release Transformer from G1 through part of RID, and a pocket-sized "Field Guide" reproducing the photos for 1984-87 toys, plus a price guide covering all lines (US and international) through part of RID. The primary drawback to the Cybertronian guides is their cost; US$25 for each 96-page issue of the regular series, printed on normal glossy comic book paper. (The first printing of issue 1 was on matte paper.)
Dreamwave's MTMTE, and Cybertronian were widely available in comic book stores as they were produced by established publishers. The remaining guides (below) were printed by small/vanity presses and are available, for the most part, only for direct purchase, although you can find some of them through sources like Amazon.com which do direct-market sales. Also, they are -- for the most part -- clearly the work of fans/amateurs. This doesn't mean they are "bad". I just want to make a clear distinction between them and the "professional" guides. There are differences in production values, as well as the fact that fan publications contain a lot more fan-isms such as harping on parts of the franchise the author doesn't like or giving excessive praise to parts they do like. These fan-published works tend to have more errors in them, as well. I have seen all of the items below (with the exception of TransManual) criticized quite a bit for mistakes, opinions or conjectures stated as facts, and so on.
The earliest published Transformers guide is Jose E. Alvarez's The Unofficial Guide to Transformers: 1980s Through 1990s which was published through vanity press Schiffer Books in 1999. The book is very heavily focused on photos of toys from Alvarez's collection. It also has text introductions to each year of toys, as well as captions for all the photos. It begins with G1 and ends with year two of BW and MW, as well as having a selection of artifacts and convention-exclusive items. There is a price guide included, but it doesn't seem to have been very thorougly researched, and is naturally years out of date by now, and shouldn't be relied on. Also, sadly, many of the toys that are pictured are damaged or have missing parts. This book has been surpassed in the years since it was published, but at the time it was the most comprehensive collection of TF information outside of cyberspace. It should also be noted that this guide is not comprehensive: it doesn't have pictures of every toy, nor does it show their accessories and so forth, nor does it have any information about the cartoons, comic books, etc.. It is akin to a coffee-table book, and is not a guide to be used by a collector trying to manage his collection. Alvarez has written three subsequent guidebooks: The Unofficial Guide To Japanese and Other International Transformers, Beast Wars Transformers: An Unofficial Guide, and Transformers Collectibles: Beyond the Action Figures. (Alvarez is also known in the fandom as one of the heads of Cybercon Expo, a medium-sized annual TF show held in New Jersey.)
Mark Kimmel's TransManual is a comprehensive guide to TF toys. Each toy is shown in at least three photos as well as all of its accessories and tech spec data and motto (no bios). Major variants are also listed. There are currently two volumes of TransManual, covering the years 1984-1986 and 1987-1990. The beginnings of a third volume (just four pages long) are available for free download from Mark's website, www.galvatron.com.
Rounding things out, we have a fan guide to Transformers fiction: Prime Targets: The Unauthorized Story Guide to Transformers, Beast Wars, and Beast Machince by Lars Pearson. This book contains summaries and analysis of every issue of the Marvel G1 comic (US and UK) and every cartoon episode of G1, BW, and BM. A second volume of Prime Targets is being solicited by its publisher, Mad Norweigan Press, and is said to give similar treatment to the Japanese G1 cartoons which were never released in the US.
Lastly, if you haven't already, make sure you check the list of Transformers lists that you can find online, in question