Cliodynamics refers to general theories of historical causation.

Collapse: How Societies Choose to Fail or Succeed by Jared Diamond (2005).
Explains why societies collapse, concentrating on environmental causes. Historical societies examined in this book include Viking Greenlanders, Maya, Anasazi and Polynesians.
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The Long Summer: How Climate Changed Civilization by Brian Fagan (2004).
How climate change has affected history over the last 15,000 years.
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The New Penguin History of the World (4th ed.) by J. M. Roberts (2003).
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The Shield of Achilles: War, Peace and the Course of History by Philip Bobbitt (2002).
Covers the period from 1494 to 2050 (i.e. speculation about the future).
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Guns, Germs and Steel: A Short History of Everybody for the Last 13,000 Years by Jared Diamond (1997).
Covers approx. 11,000 BCE to 1600 CE. Explains how civilisations in Eurasia developed faster than those in the rest of the world, enabling Europeans to conquer the world after 1492.
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Millennium: A History of Our Last Thousand Years by Felipe Fernandez-Armesto (1995).
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The Age of Extremes: The Short Twentieth Century 1914-1991 by Eric Hobsbawm (1994).
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The Structure of Everyday Life: Civilization and Capitalism 15th-18th Century Volume 1 by Fernand Braudel (1979).
The first volume in a series of three on the period 1400-1800. About everyday life across the world but with an emphasis on western Europe.
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Why the Allies Won (2nd ed.) by Richard Overy (2006).

Stalingrad by Anthony Beever (1998).

The Second World War by John Keegan (1989).

Tommy: The British Soldier on the Western Front 1914-1918 by Richard Holmes (2004).

The First World War by John Keegan (1999).

Dreadnought: Britain, Germany, and the Coming of the Great War by Robert K. Massie (1991).
Much wider ranging than it sounds. Loads of information on the major figures and events of the pre-war period.

The One Percent Doctrine: Deep Inside Americas Pursuit of its Enemies Since 9/11 by Ron Suskind (2006).
How the Bush administration, the CIA and the FBI attempted to prevent another attack on America. Not flattering to Bush.

The Penguin History of the United States of America (2nd ed.) by Hugh Brogan (2001).

Lies My Teacher Told Me: Everything Your American History Textbook Got Wrong by James W. Loewen (1996).

The Tribes of Britain: Who Are We? And Where do We Come From? by David Miles (2005).
History of the British Isles, written by an archaeologist. It focuses on the various peoples who have lived in the British Isles, and what everyday life was like in different periods. No maps.

William Pitt the Younger by William Hague (2004).

Empire: How Britain Made the Modern World by Niall Ferguson (2003).
A short, extremely readable history of the British Empire.

Finest and Darkest Hours: The Decisive Events in British Politics, from Churchill to Blair by Kevin Jefferys (2002).
Each chapter covers one event, from the Battle of Britain to the rise of New Labour.

A Very Different Country: A Typically English Revolution by Nicholas Faith (2002).
A social history of Britain since 1952.

The Long Weekend: Social History of Great Britain, 1918-39 by Robert Graves and Alan Hodge (1940).

Surviving Hitler: Choices, Corruption and Compromise in the Third Reich by Adam Lebor and Roger Boyes (2000).
How ordinary people reacted to the moral dilemmas of living in the Third Reich.

Plotting Hitler’s Death: The German Resistance to Hitler 1933-1945 by Joachim Fest (1996).

Africa: A Biography of the Continent by John Reader (1997).
A history of Africa.

Big history is the study of history across long time-frames.

The Ancestors Tale: A Pilgrimage to the Dawn of Life by Richard Dawkins (2004).
A history of human ancestors, told backwards from the invention of agriculture to the dawn of life.

Maps of Time: An Introduction to Big History by David Christian (2004).
A history of the universe from the Big Bang and the formation of stars, through evolution and the agricultural and industrial revolutions, to the present.

Nonzero: The Logic of Human Destiny by Robert Wright (2000).
A history of the world from the beginning of life to the present day, with an emphasis on human history, and how co-operation leads to success.

The Rise and Fall of the Third Chimpanzee: How Our Animal Heritage Affects the Way We Live by Jared Diamond (1991).
Essays on topics relating to human evolution and history.