Berteig Consulting Inc. has published a whitepaper about some of the relationships between Lean and Agile. The paper is based on three prior entries here on Agile Advice relating to Queuing Theory, Empirical Process Control and Self-Organizing Teams.
For more in-depth reading, I highly recommend the following three books:
This gives a great introduction to Lean thinking applied to software and specifically agile software development.
This books provides some excellent background on empirical process control and how it relates to agile project management.
A business novel chronicling the experiences of a manufacturing plant manager learning about the Theory of Constraints (closely related to Lean).