There are two different meanings to the term "orange books". First of all, it can simply refer to the colour of the cover of the book. An orange book is a book with a predominantly orange cover. Metaphorically speaking, however, "an orange book" is an unexpected delight. Such as a book you randomly pick up in a bookstore without ever having heard of it before, and then when you read it you find that it is pure gold (or rather, pure orange).
Orange books I've come across include Chris Cleave's The Other Hand (the original orange book, and one of the few that are actually orange in both meanings of the expression. You can read all about my escapades to find it here), Mark Zusak's The Book Thief, Albert Sánches Piñol's Pandora in the Congo, and actually - the first Harry Potter book was orange before I knew there was such a thing as orange books.
One book that only almost falls into this category is Orson Scott Card's Ender's Game. This books isn't quite orange, since it was recommended to me, but I didn't expect to like it, and yet I reallyreally did. So I guess I would categorize it as more of an apricot book.
Also - orange doesn't just apply to books. I've had orange book meals, bought orange book CDs, found orange book blogs and one day I hope to meet a guy to whom I will feel comfortable saying "You're an orange book".
Have you come across any orange books lately?