I've ordered several books for the course. They're available at the Penn Book Center in the textbook section under the GRMN prefix.

• Goethe's Faust by Johann Wolfgang von Goethe, translated by Walter Kaufmann. Make sure you get this translation, though you may be all means consult others or the German.
• Doctor Faustus by Christopher Marlowe (includes substantial excerpts from the Spiess edition of the The Historia and Tale of Dr. Johannes Faustus)
• Mephisto by Klaus Mann
  
• Master and Margarita by Mikhail Bulgakov. Be sure you get the Penguin edition.
  
• Reservation Blues by Sherman Alexie.

Trick the Devil will be available at Wharton Reprographics.
There are additional reading assignments on-line. You will find links in the Devil's Timetable