We have two books that tell the stories behind a lot of well loved hymns.
The older of the two:
Famous Hymns with stories and pictures, by Elizabeth Hubbard Bonsall (oversize HC, 1923, $2) The reason I love this best is its old time printing and art. I just want to curl up on the sofa while I read through the pages. (This is also the only book to include music with the hymns.)
The second book:
Popular Hymn Stories, compiled by Don Sanford (TPB, 1962, $1.75) This one is enjoyable, just not as special as the first one.
Look for them both on the new non-fiction table.