For a "canonical" list of references you might consult 50 Years of Anderson Localization. In addition to the Aizenman-Molchanov paper mentioned by Christian Remling, the earlier Fröhlich-Spencer work was also quite influential.
A recent overview of the mathematics of Anderson localization is given by Günter Stolz:
We give a widely self-contained introduction to the mathematical theory of the Anderson model. After defining the Anderson model and determining its almost sure spectrum, we prove localization properties of the model. Here we discuss spectral as well as dynamical localization and provide proofs based on the fractional moments (or Aizenman-Molchanov) method. We also discuss, in less self-contained form, the extension of the fractional moment method to the continuum Anderson model. Finally, we mention major open problems.