There are many introductory books and grammars, but after that, there appears to be nothing that identifies itself as "advanced". So it seems you need to dive into the text, possibly annotated versions, or with a translation in parallel. Below are a few books that may be helpful:
- Charles Rockwell Lanman: A Sanskrit Reader: Text and Vocabulary and Notes. 1884. (Available on Archive.org, but modern reprints are also available elsewhere.) This book contains Sanskrit texts and a Sanskrit-English glosssary.
- Classical Hindu Mythology: A Reader in the Sanskrit Puranas. Edited by Cornelia Dimmitt, translated by J. A. B. van Buitenen. Philadelphia: Temple University Press, 1978. (388 pages; available in print or as e-book.)
- Ramopakhyana - the story of Rama in the Mahabharata. An Independent-Study Reader in Sanskrit. Edited by Peter Scharf. Routledge, 2003. 960 pages (yes, 960 pages!).
- Staal, J. F. (editor): A Reader on the Sanskrit Grammarians. MIT Press, 1972. (557 pages; possibly out of print.)
- A Dharma Reader: Classical Indian Law. Translated and edited by Patrick Olivelle. Columbia University Press, 2016. (424 pages)
- A Rasa Reader: Classical Indian Aesthetics. Translated and edited by Sheldon Pollock. New York: Columbia University Press, 2016.
