Jude-2 Peter, Volume 50 (Word Biblical Commentary)
By Dr. Richard Bauckham
The New American Commentary: 1, 2 Peter, Jude (New American Commentary, 37)
By Thomas R. Schreiner
Jude (Crossway Classic Commentaries)
By Thomas Manton
2 Peter and Jude (Tyndale New Testament Commentaries)
By E. Michael Green
More commentaries and other Reformed books can be found at the Reformed Book Cellar.
For various study helps such as sermons, web pages, .pdf files, and audio check out Monergism's Jude page.
Don't forget to look in at the CCEL website. Just type in Jude commentary in the search and you will find a wealth of information to assist you in your studies.
If you'd like to listen in on Redeemer's class on Jude just click here to listen and search through all of our audio.