I have 2 separate books on each topic, both published by Schott and both, in my view excellent and worth every penny (or dime, depending on where you buy them).
The Jazz book is
Jazz Method for Saxophone by John O'Neill This is aimed more at beginners, so you may want to something more advanced. But I found the level of instruction excellent and there is a CD with demos of all tunes in the book and backing tracks to play along with them too. There are 145 demo tracks and 69 backing tracks.
Towards the end of the book, the tunes are quite advanced and include "Doxy", (Sonny Rollins), My Little Suede Shoes (Charlie Parker), Happy Man (Jimmy Guiffre) and tunes by O'Neill in the style of Charles Mingus, Thelonius Monk, Stan Getz, Miles Davis and others.
The theory also because more advanced, and moves from basic notation to The Circle of Fifths and right up to "Chordal Sub-tones", Triad Inversions, 16th notes and many other techniques.
The Blues Book is also by Schott and is
Improvising Blues Saxophone by Nick Beston. The style of teaching and the layout of the book is similar to the one above, but I found that it demands a higher level of playing ability from the start, perhaps more suited to the intermediate player than the beginner.
In fact, I bought them both at the same time, and put this one away soon after purchase. I have only recently returned to it, 6 months into the O'Neill book, and having used one of the tunes halfway through that book, for a grade 2 exam.
I find it much easier to play even the first tune in the Beston book now. The CD has 17 backing tracks and 30 demo tracks. There is a "checkpoint" section after each tune where it is taken apart and analyzed in terms of blues theory and musical technicalities. Another really worthwhile purchase in my view, even though it may take me some time to get the benefit of this one.
Of course, someone will no doubt recommend "
Maiden Voyage" by Jamie Aebersold for jazz improv work, with a backing track. I use one of the tunes in that book with my teacher (Watermelon Man) and I have no doubt it's a great book in the right hands. I just find it less easy to get started with than the two books mentioned above, as for me it lacks the same level of instruction and guidance.