This book details how to implement a Forth-like language/environment. It gets down into the nitty-gritty of some 1980s processors so it may feel a little dated, but the thinking behind it is really interesting.

I've been rereading "Thinking Forth", which is a great high-level book on software engineering that happens to use Forth as it's language for discussion. "Threaded Interpretive Languages" is a nice trip in the other direction, to the low level details of how to efficiently implement a system that follows Forth's ideas.