These two are great if you live in Korea....
I just picked them up last night. Really well done. There isn't a lick of English in them at all, so you do need to be a fairly competent reader (or just really good with a dictionary) Each lesson introduces a phrase in a dialog, and then proceed to teach you the meaning in a few different situations...all in Korean. You will learn alternatives to the common phrases as well as opposite meanings. They will periodically reuse a phrase taught in an earlier part to reinforce it.
There are actually 3 in the series. I bought the 속담 (proverbs) and 관용어 (idioms) books. There is also one based on 한자 phrases.
I found them at Kyobo. If you're in Korea... I HIGHLY recommend them to improve your natural, native sounding Korean! Using phrases like these is what separates native-sounding speakers from everyone else! From a teaching/learning standpoint, I think they are among the most well-written books I've seen!
Just one example..each book has about 60!: ... 귀가 얇다 (literally means that your ears are thin)
But if you say this about someone, it means that they believe everything they hear.