well, I can't think of any off the top of my head, but you could take paper and draw pictures and put words under them, and make your own story for him. I bet he would treasure it forever, even when he is too old for baby books.
I always loved "Curious George" books.
He was like a bad little boy and always got in trouble, but it all worked out in the end.
Google "Curious George" and you'll find lots of info about the little monkey and the Man with the Yellow Hat. There's even several videos available.
Red Hat Green Hat...or any of those smallish cardboard books. :0
spiderman pop up book
http://www.squidoo.com/books-3-year-olds Hope it helps