Chris Okasaki's "Purely Functional Data Structures" covers exactly that which is lacking in a standard reference such as CLRS "Introduction to Algorithms". Read / work through both and you're well on your way to being great at algorithmic problem solving
Actually thats just Bob's copy of Chris' thesis, the book covers that plus a bunch of techniques that other people also cooked up. But the thesis covers enough stuff that it'll give you a good sense of whether or not the work is a worthwhile investment.
Be warned, what you get out of this material in terms of understanding is strictly proportional to your comfort in mathematical reasoning
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[ 4.9 ms ] story [ 26.3 ms ] threadedit: for those who are too lazy to google, here's the book on amazon http://www.amazon.com/Purely-Functional-Structures-Chris-Oka...
http://www.cs.cmu.edu/~rwh/theses/okasaki.pdf
Be warned, what you get out of this material in terms of understanding is strictly proportional to your comfort in mathematical reasoning
http://okasaki.blogspot.com/