As time has allowed, I have been working through Richard Hays's Echoes of Scripture in the Gospels. This book is big and impressive, an application of Hays's general approach to the Pauline epistles in his classic Echoes of Scripture in the Letters of Paul (1989) to the Gospels. Along with a few other works, Hays's work on Scripture in the Pauline epistles set the tone for OT-in-the-NT research on Paul and became the springboard for all subsequent discussions. To this day (i.e., over 25 years later) you can find new PhDs who use his definition of "allusion" or "echo" etc. for the basis of their study. Only time will tell if this new book on the Gospels will have the same kind of impact, but I can say this with confidence (and I try to avoid saying this too often): Any Gospels scholar or student needs to have a copy.
The reason that this book is a must-have is that, in any given Gospel unit of tradition where a Hebrew Bible passage is cited, alluded to, or echoed, Hays gives almost every conceivable possible intertext. Thus, this will certainly be for the Gospels the go-to resource for OT-in-the-NT, regardless of whether a given scholar agrees with Hays's own take on any given issue.
The book has a brief introduction, after which it treats the role of Hebrew Scripture in the Gospels in chapters on Mark, Matthew, Luke, and John, in that order. The comprehensive nature of the discussion is the study's chief virtue. As Rafael has already noted, the introduction also gives the reader an insight into the circumstances under which the book was written, as Hays was in the midst of treatment for pancreatic cancer and a host of scholar-friends and Baylor University Press editors helped him with the editing and footnotes, etc.
This information possibly also explains some of the less-than-desirable aspects of the book. For example, at times, the main text is full of ideas but the footnotes are light. On pp. 78, then 83-86, Hays discusses the citation of Psalm 22:1 from the cross in Mark 15:34, a topic about which entire dissertations have been written (here, here). Other than citing himself on a methodological point (85n.133), however, he engages/cites only one scholarly discussion, an essay of Crossan's from 1978 (84n.132).
So if you're looking for a full, complete, and up-to-date engagement with secondary sources, this won't always be the book you need. But this is also pretty understandable. If Hays attempted that, the book would be at least twice as big as it is, and it's already 500 pages. Plus, any shortfalls in discussion of secondary sources is more than compensated by discussion of the primary sources, and here Hays shows himself to be a master.
I'll note one more thing, which is methodological in nature and I found very interesting. On numerous occasions, Hays raises the possibility of a Hebrew Scripture intertext and claims that astute readers might catch the proposed echo or allusion. These occasions add to the tapestry of Scripture that Hays is weaving, but there is not always an argument actually put forward that there definitely is or is not an allusion here; rather Hays says something to the effect of "those with ears to hear" will catch it, implying that others will not (48-59, 50, 52, 53, 69; cf. 75). In principle, I'm not actually against this and I think the cumulative argument that Hays is making--namely, that the Gospel authors are steeped in Hebrew Scriptures and steep their narratives about Jesus in those same Scriptures--supports it. But as I was reading, I was thinking, "If someone wasn't inclined to think this is an allusion, though [I studied with a scholar once who thought people get really carried away when it comes to spying HB texts lurking behind NT texts], how would he or she ever disprove it? How would you argue against Hays?"
That's when I realized the genius of Hays making the argument this way, by which I mean the relationship between his general argument that the authors alluded to and echoed the Hebrew Scriptures and his specific arguments in these instances of allusion or echo. He's only argued that an informed reader, one might say "ideal" reader, would notice the connection that he sees. Of course, this ultimately means a reader who reads the text the way that Hays does, but the interesting point is that he can always easily concede that not every reader or hearer of the text would notice this allusion. So, theoretically, if we were at SBL and someone was feeling cantankerous (no doubt because they'd had to stay until the dreaded Tuesday morning spot to hear this paper and they arrived to the receptions the previous evening after everyone had already depleted the open bars) and responded, "Yes, but in 400 years of subsequent interpretation, not a single church father ever commented on this or noticed this intertext," it wouldn't really matter. The cumulative effect of Hays's argument rolls right on because those readers apparently didn't have "ears to hear." It's a good and right general argument, but Hays only ever needs "someone" "somewhere" to have been capable of noticing what he's proposing in order to incorporate some of these allusions into the argument. I'm pretty impressed at how this type of argument innoculates itself against arguments to the contrary!