Several of the other answers here include terms that are correct in their own context. Rather than posting a bunch of comments, let me try to connect them together.
An "autograph book" is a book in which you ask friends and associates to sign their names and, usually, leave some brief message. Usually they either mention some memory the two of you share -- "I'll always remember that day at Pike's Peak" or some such. Or they'll give some advice or encouragement. You can buy books that are intended for this purpose -- just search "autograph book" on Amazon or wherever. Typically such books are just a pretty cover and a bunch of blank pages. Some will have other material, like some pages with pictures or poems or whatever.
A "yearbook" is a book printed for a school or club that is primarily devoted to having pictures of the major events of the year and the people who were students or members or whatever. Here in the U.S., most high school and college students buy a copy of the school yearbook for at least their last year there, sometimes for earlier years. It is common to ask people in the book you actually know -- friends, teachers, coaches, etc -- to sign their name near their picture. Again, people will often add a note about some shared experience, or some bit of advice. These books also often contain a number of blank pages for such signatures.
A "guest book" is a book set out at a wedding, funeral, graduation party, maybe other similar milestone events in your life, where guests are encouraged to sign their names so you can keep it and remember who was there. Sometimes these books have a place for additional comments.
Tourist attractions and small inns sometimes also have such guest books. Mostly, I think, this is for other guests to browse through so they can say, "Oh look, someone else from our home town was here" and that sort of thing.
It's been years since I've seen an autograph book, but as I mentioned, I just checked Amazon and they have many varieties for sale, so apparently the custom is not dead. I see that many are obviously geared to children -- pictures of cartoon characters on the cover -- so it's not just the old dying generation.
Yearbooks are very common at schools. You'd be hard pressed to find a high school or college that does not arrange to have a yearbook printed every year.
Companies occasionally produce yearbooks for special occasions. Like I briefly worked for the company that made the Lunar Module, the vehicle that landed on the moon. On the 10th anniversary of the first moon landing they produced a yearbook with pictures of people involved in the project, etc. But I've never heard of a company having a regular yearbook printed.