Baildon is known to be a settlement of relative antiquity and evidence exists to indicate pre-Conquest activity in the area. A number of Neolithic and Bronze Age artefacts have been found in and around Baildon, including flint arrow and axe heads. Several burial cairns and stones bearing cup and ring markings have also been found on the moor above the village.
Baildon is a relatively ancient settlement and therefore shows an evolution of form and development over many centuries. Evidence of the early settlement tends to remain only in the alignment and layout of the highways though a few buildings dating from the 15th, 16th and 17th centuries do remain. These indicate the transition from an isolated farming community into an industrial village around the end of the 18th century. After the construction of the railway in the late 19th century Baildon became a desirable retreat for Bradford’s wealthier citizens who enjoyed its relatively unpolluted air and dramatic scenery.
The name ‘Baildon’ was first recorded in AD 835 in a letter from the King to the Archbishop of York. This document recorded the gift of lands around Baildon to the Archbishop and Baildon subsequently formed part of the Archbishop’s feudal estate until the 15th century. In the Domesday Survey of 1086 lands at Baildon were noted as being mainly ‘waste’ and were valued at £6.
The Bradford Council produced a document about the conservation area assessment of the Baildon and Station Road areas that includes some good sections on the history of Baildon. You should be able to find it on the Council site here with several other related documents.
The OheK website has a page related to Baildon that you should find here
John Le Page is recognised as having written the authoritive book on Baildon history. I don't know whether it is obtainable there but there is an Amazon listing.
Cup and Ring Marks
Baildon Moor has several Cup and Ring Marks that indicate that the area was inhabited about 3000 years ago.
Baildon Mill-Stone Industry
Remnants of this industry may still be seen in Midgeley Wood, at the bottom of Baildon Green. But anyone who wishes to view these remnants, must be very careful where to tread. As one approaches Midgeley Wood from the Baildon end, on the foot path near the top of the wood, there is a little trickle of of a beck which runs across the path, under the wall, and into the wood. After gaining access to the wood, and after a few paces toward where the beck flows, one will find a one foot square hole on the ground, into which the little beck once flowed. This was the "Holding Tank" for the water, which is made of stone, and is approximately ten feet sqare by approximately six feet deep. In the dry season, the water would have been ladled out to run down the hill to where the stone workers were hammering the mill-stones, and if one follows the course of the little beck towards the bottom of the wood, where the ground is level, there in all it's glory, is an "Unfinished Mill-Stone" with a hole through the middle. Any one who wishes to see for themselves, please be most careful where they tread, the woods get very much overgrown, and the "Holding Tank" could be very dangerous.
Baildon during the World Wars
Italian women were hostelled in a large Baildon house The moors had a rifle range  on it and several raised elongated firing positions are still visible. After the First World War children would scour the moors looking for spent bullets and sell them to Mr. Noble, the tinsmith, via Mrs. Noble. Apparently there was very little inflation at the time as the price stayed at a penny a dozen for several years. During the 2nd World War tanks and searchlights were on the Moors. You can see a map of these here though the locations have yet to be confirmed with GPS locations.
Baildon was an important location for the British Gypsy community. Many years ago an area of Jenny Lane which is now Laburnham Drive was used for the annual Gypsy Carnival in June. Certain Gypsy families would get together for weddings. A report of 1929 stated that annual "Gypsy Parties" had started two to three hundred years before - records of this gathering are said to go back to 1770, but even then it was talked of as an old event. In 1881, up to 5,000 people are said to have paid for admission. The gatherings faltered on several occasions and locals tried to revive them by inviting local gypsies and dressing themselves up as gypsies. (Alternatively - Gradually the event was taken over by local residents, who dressed up as Gypsies and formed 'tribes'.) Proceeds went to the local Horticultural Society. However, in 1929 it was revived to raise funds for Baildon Hospital and Charities Week. A local resident, John Keen, then contacted the so-called "King of the Gypsies", Xavier Petulengro, and they re-established large Gypsy gatherings at Baildon, recorded on Pathe News films and shown nationally in cinemas. The gatherings stopped at the start of the Second World War and were never revived although Gypsies still occasionally camp near Baildon Moor.