A list of explanation of words, especially unusual ones at the end of a book

One word substitute is Glossary.

Appendix: a section or table of subsidiary matter at the end of a book or document.
Index: (in a book or set of books) an alphabetical list of names, subjects, etc. with reference to the pages on which they are mentioned.
Glossary: an alphabetical list of words relating to a specific subject, text, or dialect, with explanations; a brief dictionary.
Bibliography: a list of the books referred to in a scholarly work, typically printed as an appendix.