This is a great book. It shows everything about CLOS (except the metaobject protocol, which is just mentioned but not explained in detail). The explanations are very clear and the author does every possible thing to make you understand all details (a bit too much for me, but that's a matter of taste).
For anyone interested in OO programming in Common Lisp, this is an essential book.
Even if you are interested in OO programming in general, this book covers a different approach, so it is nice for a comparison (in CLOS, methods do not belong to classes, and there are lots of interesting tricks that you can do that are not possible in other languages).
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Object-Oriented Programming in Common Lisp: A Programmer's Guide to CLOS Books In Print, Audio Books.