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Turing's Cathedral[1] is not a proper biography, but it's mostly all about Von Nuemann during the period where he worked on the early computer. I have read most of it while in the bookstore, and it's really good.

[1]http://books.google.com/books?id=6sElRNGXWFIC&printsec=front...

His daughter wrote a memoir: Martian's Daughter: A Memoir http://www.amazon.com/dp/B009HBYAR2/

What about "The world as a mathematical game: John von Neumann and twentieth century science"?

Prisoner's Dilemma by William Poundstone traces his development of game theory.

Start with http://en.wikipedia.org/wiki/John_von_Neumann