History books:
"The Proud Tower", by Barbara Tuchman. One of my very favorite books. This is a portrait of Europe and the USA in the 25 years before WWI. For me, playing Diplomacy got me interested in this fascinating time.
"Team of Rivals", by Doris Kearns Goodwin. This is about Abraham Lincoln and the US Civil War. Very well written.
"The Killer Angels", by Michael Shaara. This is the history of the battle of Gettysburg, one of the most important in the US Civil War, novelized. Thinking about this book has led me to start rereading it. It's another classic.
For a historical novel, I also recommend "Birds Without Wings", by Louis de Bernieres. Set in Turkey in the time period before, during, and after WWI, it tells the story of the inhabitants of a small village in Anatolia, populated by both Turkish Muslims and Greek Christians, and the times are extremely turbulent. It gets a bit melodramatic at times, but does a good job of capturing details about a setting not always understood by Westerners.