For Lua, try buying the P2P Lua Programmer's Guide. It's really great for learning Lua, I used it to get fairly good at Lua and I'm still working with it.
It also supports just about all learning styles.
You can buy it here: http://www.wrox.com/WileyCDA/WroxTitle/productCd-0470069171.html
(Although I'm sure you could find a free online guide too, this is just what I use)