The book "Enveloping algebras" by Dixmier appears to contain some material on Harish-Chandra modules in the classical sense (i.e., with respect to the maximal compact subgroup) and also on Verma modules, though not on Harish-Chandra pairs or category "O".
Besides, there is a new book "Representations of semisimple Lie algebras in the BGG category O", by Humphreys, AMS 2008. It discusses category O at great length and contains also some words about the classical Harish-Chandra modules. Abstract Harish-Chandra pairs aren't mentioned.
A discussion of algebraic Harish-Chandra pairs in the infinite-dimensional proalgebraic setting (over the complex numbers) can be found in the unpublished paper "Notes on Conformal Field Theory" by Beilinson-Feigin-Mazur.